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An averaging result for fractional variable-order neutral differential equations with variable delays driven by Markovian switching and Lévy noise

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  • Moualkia, Seyfeddine
  • Liu, Yang
  • Qiu, Jianlong
  • Lu, Jianquan

Abstract

In this paper, we derive new results on the averaging principle for a class of Caputo neutral stochastic system driven by Markovian switching and Lévy noise with variable delays and time-varying fractional order. Under a set of appropriate conditions, we showed that solutions of the averaged stochastic systems approach the solutions of the original stochastic systems in the sense of both convergences in mean square and convergence in probability. Finally, we attach two examples with numerical simulations to justify the validity of our theory.

Suggested Citation

  • Moualkia, Seyfeddine & Liu, Yang & Qiu, Jianlong & Lu, Jianquan, 2024. "An averaging result for fractional variable-order neutral differential equations with variable delays driven by Markovian switching and Lévy noise," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
    • Handle: RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003473
    DOI: 10.1016/j.chaos.2024.114795
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    References listed on IDEAS

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    1. Moualkia, Seyfeddine, 2023. "Mathematical analysis of new variant Omicron model driven by Lévy noise and with variable-order fractional derivatives," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
    2. Zhao, Yongqiang & Tang, Yanbin, 2024. "Critical behavior of a semilinear time fractional diffusion equation with forcing term depending on time and space," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
    3. Seyfeddine Moualkia & Yong Xu, 2021. "On the Existence and Uniqueness of Solutions for Multidimensional Fractional Stochastic Differential Equations with Variable Order," Mathematics, MDPI, vol. 9(17), pages 1-12, August.
    4. N. C. Framstad & B. Øksendal & A. Sulem, 2004. "Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance," Journal of Optimization Theory and Applications, Springer, vol. 121(1), pages 77-98, April.
    5. Jin, Sixian & Schellhorn, Henry & Vives, Josep, 2020. "Dyson type formula for pure jump Lévy processes with some applications to finance," Stochastic Processes and their Applications, Elsevier, vol. 130(2), pages 824-844.
    6. Zhang, Ge & Li, Zhiming & Din, Anwarud, 2022. "A stochastic SIQR epidemic model with Lévy jumps and three-time delays," Applied Mathematics and Computation, Elsevier, vol. 431(C).
    7. Zhang, Lingzhong & Zhong, Jie & Lou, Jungang & Liu, Yang & Lu, Jianquan, 2023. "Bipartite secure synchronization for dynamic networks under deception attacks via delay-dependent impulsive control," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
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