The averaging principle for Caput type fractional stochastic
differential equations with Lévy noise
Abstract
In this paper, we study the averaging principle for Caputo type
fractional stochastic differential equations with Lévy noise. Firstly,
the estimate on higher moments for the solution is given. Secondly,
under some suitable assumptions, we show that the solutions of original
equations can be approximated by the solutions of averaged equations in
the sense of pth moment and convergence in probability by Hölder
inequality. Finally, a simulation example is given to verify the
theoretical results.