An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo and Lifeng Wu

Journal of Mathematics, 2021, vol. 2021, 1-11

Abstract: In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:8742330

DOI: 10.1155/2021/8742330

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