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Received July 7, 2022; Accepted August 24, 2022; Published October 1, 2022
Abstract We consider an averaging principle for Hilfer fractional stochastic differential equations driven by time-changed Lévynoise with variable delays. Under certain assumptions, we prove that the solutions of fractional stochastic differential delay equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and probability, respectively. Finally, an example is given to illustrate the theoretical result.
How to Cite this Article:
W. Sheng, H. Gu, H. Sun, The averaging principle for Hilfer fractional stochastic differential equations driven by time-changed Lévy noise, J. Nonlinear Funct. Anal. 2022 (2022) 38.