Applying Khasminskii-type criteria to stochastic Hilfer equations with time-lag under averaging principle

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Authors: Dhanalakshmi Kasinathan, Ravikumar Kasinathan, Ramkumar Kasinathan, Dimplekumar Navinchandra Chalishajar
Cited by: 1
References: 24

Abstract

Abstract We examine a specific class of Hilfer fractional stochastic differential equations characterized by temporal lags. By relaxing the constraints to local Lipschitz conditions and utilizing Khasminskii-type criteria, we establish the fundamental existence and uniqueness of the solution set. A significant portion of this study is dedicated to demonstrating the Averaging Principle (AP) under generalized averaging conditions. Through the application of key integral inequalities (Burkholder-Davis-Gundy(BDG), Jensen, and H $$\ddot{o}$$ lder), we show that our results encompass a broader range of stochastic systems compared to those restricted by monotone conditions. The theoretical framework is shown to be more versatile than existing models, with the accuracy of the limit behavior confirmed via numerical simulations as $$\epsilon$$ vanishes.

Fields of Study & Subjects

Stochastic processes and financial applications Fractional Differential Equations Solutions Nonlinear Differential Equations Analysis

Publication details

Journal / source
Journal of Applied Mathematics and Computing
Publisher
Springer Science and Business Media LLC
Volume
72
Issue
7
Publication date
22 June 2026
Language
EN