Abstract
In this manuscript, we study an averaging principle for fractional stochastic pantograph differential equations (FSDPEs) in the ψ-sense accompanied by Brownian movement. Under certain assumptions, we are able to approximate solutions for FSPEs by solutions to averaged stochastic systems in the sense of mean square. Analysis of system solutions before and after the average allows extending the classical Khasminskii approach to random fractional differential equations in the sense of ψ-Caputo.
Original language | English |
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Article number | 100 |
Journal | Qualitative Theory of Dynamical Systems |
Volume | 23 |
Issue number | 3 |
DOIs | |
Publication status | Published - Jul 2024 |
Externally published | Yes |
Keywords
- 34K20
- 34K30
- 34K40
- Khasminskii approach
- Pantograph problem
- The averaging principle
- ψ-Caputo derivative