An Averaging Principle for Stochastic Fractional Differential Equations Driven by fBm Involving Impulses

In contrast to previous research on periodic averaging principles for various types of impulsive stochastic differential equations (ISDEs), we establish an averaging principle without periodic assumptions of coefficients and impulses for impulsive stochastic fractional differential equations (ISFDEs) excited by fractional Brownian motion (fBm). Under appropriate conditions, we demonstrate that the mild solution of the original equation is approximately equivalent to that of the reduced averaged equation without impulses. The obtained convergence result guarantees that one can study the complex system through the simplified system. Better yet, our techniques dealing with multi-time scales and impulsive terms can be applied to improve some existing results. As for application, three examples are worked out to explain the procedure and validity of the proposed averaging principles.