Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays

Pengju Duan, Hao Li, Jie Li, Pei Zhang and Xue-bo Jin

Complexity, 2021, vol. 2021, 1-8

Abstract: In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. Under some novel assumptions, the averaging principle of the system is obtained. Finally, we give an example to show that the solution of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays converges to the corresponding averaged stochastic differential equation.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:complx:6646843

DOI: 10.1155/2021/6646843

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