Abstract
In this paper, we prove the averaging principle for fractional stochastic differential equations (FSDEs) in the sense of Lp (pth moment) with inequality techniques. The solution of the averaged FSDEs converges to that of the standard FSDEs in the sense of Lp, which is a generalization of the existing result (p=2) of the averaging principle for FSDEs. A numerical example is constructed to illustrate the correctness of the theoretical result. In addition, we correct the mistakes in the proof of Xu et al. (2019. 2020) and Luo et al. (2021).
Original language | English |
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Article number | 108024 |
Number of pages | 7 |
Journal | Applied Mathematics Letters |
Volume | 130 |
Early online date | 7 Mar 2022 |
DOIs | |
Publication status | Published - Aug 2022 |
Keywords
- Averaging principle
- Fractional stochastic differential equations
- L convergence
ASJC Scopus subject areas
- Applied Mathematics