averaging swMATH ID: 38869 Software Authors: Xu, Wenjing; Duan, Jinqiao; Xu, Wei Description: An averaging principle for fractional stochastic differential equations with Lévy noise. This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in (mathbb{R}^n) with Lévy motion, using an integral transform method. We obtain a time-averaged effective equation under suitable assumptions. Furthermore, we show that the solutions of the averaged equation approach the solutions of the original equation. Our results provide a better understanding for effective approximation of fractional dynamical systems with non-Gaussian Lévy noise. Homepage: https://arxiv.org/abs/2004.08430 Source Code: https://github.com/wenjinxuxu/averaging Dependencies: Matlab Related Software: GitHub Cited in: 5 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year An averaging principle for fractional stochastic differential equations with Lévy noise. Zbl 1445.35313Xu, Wenjing; Duan, Jinqiao; Xu, Wei 2020 all top 5 Cited by 13 Authors 3 Guo, Zhongkai 1 Duan, Jinqiao 1 Fu, Hongbo 1 Hu, Junhao 1 Luo, Danfeng 1 Luo, Zhiguo 1 Lv, Guangying 1 Wang, Wenya 1 Wei, Jinlong 1 Xu, Wei 1 Xu, Wenjing 1 Yuan, Chenggui 1 Zhu, Quanxin Cited in 3 Serials 3 Chaos 1 Applied Mathematics Letters 1 Journal of Partial Differential Equations Cited in 3 Fields 4 Ordinary differential equations (34-XX) 3 Probability theory and stochastic processes (60-XX) 1 Partial differential equations (35-XX) Citations by Year