An averaging result for impulsive fractional neutral stochastic differential equations

Different from existing researches, under non-Lipschitz condition, we establish an averaging principle for a class of fractional neutral stochastic differential equations (FNSDEs) involving delayed impulses without periodic assumptions of coefficients and impulses. To overcome the difficulties brought by the impulsive terms, we develop a new estimating approach, which can be used to improve some recent studies on periodic averaging methods for impulsive stochastic differential equations (ISDEs).