IDEAS home Printed from https://ideas.repec.org/a/taf/tsysxx/v51y2020i12p2115-2133.html
   My bibliography  Save this article

Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise

Author

Listed:
  • Guangjun Shen
  • Ruidong Xiao
  • Xiuwei Yin

Abstract

Stability of stochastic differential equations driven by Lévy noise with Markovian switching has recently received a lot of attention. Different from the integer-order stochastic differential equations, stochastic fractional differential equations play a circular role in describing many practical processes and systems. In this paper, our aims are to study the averaging principle of the solution of hybrid stochastic fractional differential equations driven by Lévy noise under non-Lipschitz conditions which include classical Lipschitz conditions as special cases and propose several sufficient conditions for asymptotic stability in the pth moment of the solution. Two examples with numerical simulation are given to illustrate the obtained theory.

Suggested Citation

  • Guangjun Shen & Ruidong Xiao & Xiuwei Yin, 2020. "Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise," International Journal of Systems Science, Taylor & Francis Journals, vol. 51(12), pages 2115-2133, September.
    • Handle: RePEc:taf:tsysxx:v:51:y:2020:i:12:p:2115-2133
    DOI: 10.1080/00207721.2020.1784493
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/00207721.2020.1784493
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00207721.2020.1784493?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:tsysxx:v:51:y:2020:i:12:p:2115-2133. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/TSYS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.