Homogenization principle and numerical analysis for fractional
stochastic differential equations with different scales
Homogenization principle and numerical analysis for fractional
stochastic differential equations with different scales
This work is concerned with fractional stochastic differential equations with different scales. We establish the existence and uniqueness of solutions for Caputo fractional stochastic differential systems under the non-Lipschitz condition. Based on the idea of temporal homogenization, we prove that the homogenization principle (averaging principle) holds in the sense of …