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