An averaging principle for fractional stochastic differential equations with Lévy noise

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.