Averaging principle for Itˆo-Doob stochastic fractional differential equations with distribution-dependent and Hölder diffusion coefficients

Abstract: In this paper, we consider the averaging principle for Itˆo-Doob stochastic fractional differential equations with distribution-dependent (McKean-Vlasov) and Hölder diffusion coefficients. By using the Yamada-Watanabe approximation techinique, we first prove the existence as well as the uniqueness of the strong solution of the equation, and then establish the convergence result between the original equation and the averaging equation.


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Baidu
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