Acta mathematica scientia,Series A ›› 2020, Vol. 40 ›› Issue (2): 492-500.

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Averaging Principles for Stochastic Differential Equations Driven by Time-Changed Lévy Noise

Lijuan Cheng1(),Yong Ren1,2,*(),Lu Wang2()   

  1. 1 School of Mathematics and Statistics, Lingnan Normal University, Guangdong Zhanjiang 524048
    2 Department of Mathematics, Anhui Normal University, Anhui Wuhu 241000
  • Received:2018-11-13 Online:2020-04-26 Published:2020-05-21
  • Contact: Yong Ren E-mail:chenglijuan666@126.com;renyong@126.com;wanglu03057465@126.com
  • Supported by:
    the NSFC(11871076)

Abstract:

This paper concerns averaging principles for a kind of stochastic differential equations driven by time-changed Lévy noise (LSDEs, in short). An averaged LSDE for the original LSDE is proposed. The solution of the averaged LSDE converges to that of the original LSDE in the sense of mean square and probability. Finally, we will give an example to illustrate the obtained results.

Key words: Averaging principle, Stochastic differential equation, Time-changed Lévy noise

CLC Number: 

  • O211
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