<p>In this paper, we study the existence and uniqueness of solutions for a class of stochastic differential equations involving weighted fractional integrals. By applying the Picard’s iteration method, we obtain new results using the weighted fractional framework. Furthermore, we establish an averaging principle for the corresponding equations by employing classical tools such as Gronwall’s lemma and Hölder’s inequality. Finally, an illustrative example is presented to highlight the effectiveness of the theoretical findings.</p>

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Existence, uniqueness and averaging principle for a class of fractional stochastic differential equations

  • Mhamed Eddahbi,
  • Mohamed Rhaima

摘要

In this paper, we study the existence and uniqueness of solutions for a class of stochastic differential equations involving weighted fractional integrals. By applying the Picard’s iteration method, we obtain new results using the weighted fractional framework. Furthermore, we establish an averaging principle for the corresponding equations by employing classical tools such as Gronwall’s lemma and Hölder’s inequality. Finally, an illustrative example is presented to highlight the effectiveness of the theoretical findings.