학술논문

A Note on Averaging Principles for Fractional Stochastic Differential Equations
Document Type
article
Source
Fractal and Fractional, Vol 8, Iss 4, p 216 (2024)
Subject
averaging principle
fractional stochastic differential equations
time scale
convergence rate
Thermodynamics
QC310.15-319
Mathematics
QA1-939
Analysis
QA299.6-433
Language
English
ISSN
2504-3110
Abstract
Over the past few years, many scholars began to study averaging principles for fractional stochastic differential equations since they can provide an approximate analytical method to reduce such systems. However, in the most previous studies, there is a misunderstanding of the standard form of fractional stochastic differential equations, which consequently causes the wrong estimation of the convergence rate. In this note, we take fractional stochastic differential equations with Lévy noise as an example to clarify these two issues. The corrections herein have no effect on the main proofs except the two points mentioned above. The innovation of this paper lies in three aspects: (i) the standard form of the fractional stochastic differential equations is derived under natural time scale; (ii) it is first proved that the convergence interval and rate are related to the fractional order; and (iii) the presented results contain and improve some well known research achievements.