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Strong averaging principle for generalized Caputo fractional stochastic neutral differential equations driven by multiplicative fractional Brownian motion

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  • Huang, Ruomiao
  • Luo, Danfeng

Abstract

In this paper, we investigate a class of generalized Caputo–Katugampola fractional stochastic neutral differential equations driven by multiplicative fractional Brownian motion. Under a set of assumptions, we first establish an existence–uniqueness theorem for solutions using Banach’s fixed-point theorem. Through averaging conditions, we prove that solution of averaged equation converges to solution of original equation in the Lp sense by applying Hölder inequality, Jensen inequality and generalized Grönwall inequality. Finally, numerical simulations are conducted to verify the accuracy of our theoretical results.

Suggested Citation

  • Huang, Ruomiao & Luo, Danfeng, 2025. "Strong averaging principle for generalized Caputo fractional stochastic neutral differential equations driven by multiplicative fractional Brownian motion," Chaos, Solitons & Fractals, Elsevier, vol. 201(P1).
    • Handle: RePEc:eee:chsofr:v:201:y:2025:i:p1:s0960077925011920
    DOI: 10.1016/j.chaos.2025.117179
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    References listed on IDEAS

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    1. Faiz, Zakaria & Zeng, Shengda & Benaissa, Hicham, 2025. "Well-posedness of a class of Caputo–Katugampola fractional sweeping processes," Chaos, Solitons & Fractals, Elsevier, vol. 193(C).
    2. L. C. G. Rogers, 1997. "Arbitrage with Fractional Brownian Motion," Mathematical Finance, Wiley Blackwell, vol. 7(1), pages 95-105, January.
    3. Baleanu, Dumitru & Wu, Guo–Cheng & Zeng, Sheng–Da, 2017. "Chaos analysis and asymptotic stability of generalized Caputo fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 99-105.
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    1. You, Wei & Hu, Jing & Meyer-Baese, Anke & Zhang, Qimin, 2026. "Averaging principle and optimal control for a stochastic dengue model with two time scales," Chaos, Solitons & Fractals, Elsevier, vol. 202(P1).

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