Ibrahima FayeBambey, Sénégal
Le 5 déc. 2024
Titre : Stochastic Fractional integrodifferential equations with jumps: application to an averaging principle
Résumé :
In this work, we deal with a stochastic fractional integrodifferential equations associated to a Poisson random measure. We first prove existence and unique- ness of solution in the case of Lipschitz coefficients. By exploring a smoothness method, we also prove a solution of this equation in the non Lipschitz case. In the second part, we present an averaging principle for a class of this equation and find the Khasminskii approach by showing that the mild solution of two equations before and after averaging are equivalence in the sense of mean square.
