An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise

In this paper, we establish an averaging principle for neutral stochastic fractional differential equations with non-Lipschitz coefficients and with variable delays, driven by Lévy noise. Our result shows that the solutions of the equations concerned can be approximated by the solutions of averaged neutral stochastic fractional differential equations in the sense of convergence in mean square. As an application, we present an example with numerical simulations to explore the established averaging principle.

Approximate controllability of multivalued stochastic fractional differential equations with Atangana-Baleanu-Caputo derivatives

This article aims to discuss the approximate controllability of multivalued impulsive stochastic fractional differential equations with ABC derivatives in Hilbert space. Firstly, with the help of stochastic analysis, theory of resolvent operators and the fixed point technique, we confirm the existence of mild solutions for the proposed control system. Secondarily, we show that the proposed system of equations is approximately controllable under a certain hypothesis. To confirm the applicability of the obtained results, an example is provided at the end of this paper.

Existence and stability results for Caputo fractional stochastic differential equations with Lévy noise

In this paper, the existence of solution of stochastic fractional differential equations with L?vy noise is established by the Picard-Lindel?f successive approximation scheme. The stability of nonlinear stochastic fractional dynamical system with L?vy noise is obtained using Mittag Leffler function. Examples are provided to illustrate the theory.