Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

M Abouagwa, J Li - Stochastics and Dynamics, 2019 - World Scientific
In this paper, we are concerned with the approximation theorem as an averaging principle
for the solutions to stochastic fractional differential equations of Itô–Doob type with non …

Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type

M Abouagwa, J Liu, J Li - Applied Mathematics and Computation, 2018 - Elsevier
The existence and uniqueness theorem of solutions provides an effective tool for the model
validation of both deterministic and stochastic equations. The objective of this paper is to …

An averaging principle for stochastic differential equations of fractional order 0 < α < 1

W Xu, W Xu, K Lu - Fractional Calculus and Applied Analysis, 2020 - degruyter.com
This paper presents an averaging principle for fractional stochastic differential equations in
ℝ n with fractional order 0< α< 1. We obtain a time-averaged equation under suitable …

[HTML][HTML] The averaging principle for stochastic differential equations with Caputo fractional derivative

W Xu, W Xu, S Zhang - Applied Mathematics Letters, 2019 - Elsevier
This paper presents an averaging principle for Caputo fractional stochastic differential
equations (FSDEs) driven by Brown motion. Under some assumptions, the solutions to …

Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations

W Wang, Z Guo - Stochastics and Dynamics, 2022 - World Scientific
In this paper, a class of Itô–Doob stochastic fractional differential equations (Itô–Doob
SFDEs) models are discussed. Using the time scale transformation method, we consider the …

Averaging principle for a type of Caputo fractional stochastic differential equations

Z Guo, J Hu, C Yuan - Chaos: An Interdisciplinary Journal of Nonlinear …, 2021 - pubs.aip.org
The averaging principle for Caputo fractional stochastic differential equations has recently
attracted much attention. In this paper, we investigate the averaging principle for a type of …

An averaging principle for stochastic fractional differential equations with time-delays

D Luo, Q Zhu, Z Luo - Applied Mathematics Letters, 2020 - Elsevier
In this article, we investigate a class of stochastic fractional differential equations (SFDEs)
with time-delays. Under some novel assumptions, we obtain an averaging principle for the …

Limit behavior of the solution of Caputo-Hadamard fractional stochastic differential equations

J Liu, W Wei, J Wang, W Xu - Applied Mathematics Letters, 2023 - Elsevier
In this letter, an averaging principle for Caputo-Hadamard fractional stochastic differential
equations is established. It is showed the solution of the Caputo-Hadamard fractional …

A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients

D Luo, Q Zhu, Z Luo - Applied Mathematics Letters, 2021 - Elsevier
In this paper, we investigate a class of stochastic Hilfer-type fractional differential equations
(SHFDEs) involving non-Lipschitz coefficients. With the aid of the Laplace transform and its …

[HTML][HTML] Well-posedness and EM approximations for non-Lipschitz stochastic fractional integro-differential equations

X Dai, W Bu, A Xiao - Journal of Computational and Applied Mathematics, 2019 - Elsevier
This paper considers the nonlinear stochastic fractional integro-differential equations
(SFIDEs) under the non-Lipschitz conditions, which are general and include many stochastic …