Abstract
This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in R n with Lévy motion, using an integral transform method. We obtain a time-averaged effective equation under suitable assumptions. Furthermore, we show that the solutions of the averaged equation approach the solutions of the original equation. Our results provide a better understanding for effective approximation of fractional dynamical systems with non-Gaussian Lévy noise.
Original language | English |
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Article number | 0010551 |
Journal | Chaos |
Volume | 30 |
Issue number | 8 |
DOIs | |
State | Published - 1 Aug 2020 |