Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
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 s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-12-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-019-2466-9 |