Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition

Résumé

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.

Citer ce document

Accès au document

Ce document est hébergé sur son dépôt institutionnel d'origine.

Auteur(s)

Statistiques

Consultations : 1

Téléchargements : 0