Author:
Khalaf Anas Dheyab,Abouagwa Mahmoud,Wang Xiangjun
Abstract
AbstractThis 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.
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
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