论文标题
Lévy噪声的分数随机微分方程的平均原理
An averaging principle for fractional stochastic differential equations with Lévy noise
论文作者
论文摘要
本文使用积分转换方法研究了RNWITHLévy运动中分数随机微分方程的平均原理。我们在适当的假设下获得时间平均方程。此外，我们表明平均方程的解决方案接近原始方程的解决方案。我们在本文中的结果提供了更好的理解，以有效地近似具有非高斯lévy噪声的分数动态系统。
This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith Lévy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions. Furthermore, we show that the solutions of averaged equation approach the solutions of the original equation. Our results in this paper provide better understanding for effective approximation of fractional dynamical systems with non-Gaussian Lévy noise.
