摘要
In this paper,we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays.Under certain assumptions,we show that the solutions of stochastic differential equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability,respectively.The convergence order is also estimated in terms of noise intensity.Finally,an example with numerical simulation is given to illustrate the theoretical result.
作者
Guangjun SHEN
Wentao XU
Jiang-Lun WU
申广君;徐文涛;吴奖伦(Department of Mathematics,Anhui Normal University,Wuhu 241000,China;Department of Mathematics,Computational Foundry Swansea University,Swansea,SA18EN,UK)
基金
supported by the National NaturalScience Foundation of China(12071003,11901005)
the Natural Science Foundation of Anhui Province(2008085QA20)。
