An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations

In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averagin...

Full description

Saved in:
Bibliographic Details
Main Authors: Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2021/8742330
Tags: Add Tag
No Tags, Be the first to tag this record!