Strong averaging principle for generalized Caputo fractional stochastic neutral differential equations driven by multiplicative fractional Brownian motion

Ruomiao Huang and Danfeng Luo

Chaos, Solitons & Fractals, 2025, vol. 201, issue P1

Abstract: In this paper, we investigate a class of generalized Caputo–Katugampola fractional stochastic neutral differential equations driven by multiplicative fractional Brownian motion. Under a set of assumptions, we first establish an existence–uniqueness theorem for solutions using Banach’s fixed-point theorem. Through averaging conditions, we prove that solution of averaged equation converges to solution of original equation in the Lp sense by applying Hölder inequality, Jensen inequality and generalized Grönwall inequality. Finally, numerical simulations are conducted to verify the accuracy of our theoretical results.

Keywords: Averaging principle; Generalized Caputo; Stochastic neutral differential equations; Fractional Brownian motion (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:201:y:2025:i:p1:s0960077925011920

DOI: 10.1016/j.chaos.2025.117179

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