This paper presents the periodic averaging principle for impulsive stochastic dynamical systems driven by fractional Brownian motion (fBm). Under non-Lipschitz condition, we prove that the solutions to impulsive stochastic differential… Click to show full abstract
This paper presents the periodic averaging principle for impulsive stochastic dynamical systems driven by fractional Brownian motion (fBm). Under non-Lipschitz condition, we prove that the solutions to impulsive stochastic differential equations (ISDEs) with fBm can be approximated by the solutions to averaged SDEs without impulses both in the sense of mean square and probability. Finally, an example is provided to illustrate the theoretical results.
Keywords:
stochastic dynamical;
driven fractional;
systems driven;
dynamical systems;
impulsive stochastic;
periodic averaging
Journal Title: Advances in Difference Equations
Year Published: 2019
Link to full text (if available)
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Journal Title: Advances in Difference Equations
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!