An averaging principle for fractional stochastic differential equations with L\'evy noise

Abstract

This paper is devoted to the study of an averaging principle for fractional stochastic differential equations in Rnwith L\'evy motion, using an integral transform method. We obtain a time-averaged equation under suitable assumptions. Furthermore, we show that the solutions of averaged equation approach the solutions of the original equation. Our results in this paper provide better understanding for effective approximation of fractional dynamical systems with non-Gaussian L\'evy noise.