Existence, uniqueness and averaging principle for fractional Dirichlet boundary value problems driven by Rosenblatt process and Lévy jumps
Articles
Jalisraj Arokiyanathan
Vellore Institute of Technology
https://orcid.org/0009-0002-6729-9724
Ramalingam Udhayakumar
Vellore Institute of Technology
https://orcid.org/0000-0002-7020-3466
Published 2026-04-13
https://doi.org/10.15388/namc.2026.31.46362
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Keywords

Caputo–Hadamard derivative
stochastic differential equation
averaging principle
Lévy jumps
Rosenblatt process

How to Cite

Arokiyanathan, J. and Udhayakumar, R. (2026) “Existence, uniqueness and averaging principle for fractional Dirichlet boundary value problems driven by Rosenblatt process and Lévy jumps”, Nonlinear Analysis: Modelling and Control, 31, pp. 1–24. doi:10.15388/namc.2026.31.46362.

Abstract

We address the existence, uniqueness, and averaging principle for Caputo–Hadamard fractional dynamic systems with Dirichlet boundary conditions driven by Rosenblatt process and pure Lévy jumps. First, Lemma 4 establishes the equivalent integral equation representation of our system. Using this foundation, existence and uniqueness are proved by Banach's contraction principle under stochastic calculus, Lipschitz and finite energy conditions. Subsequently, under appropriate averaging assumptions, the system is averaged out with time scale ϵ. Mean-square convergence between original solution and its counterpart is verified by employing tools such as Wiener–Itô double integral, Cauchy–Schwarz, Doob's martingale, and Gronwall–Bellman inequalities. Eventually, computational example with numerical simulations is provided to support the theoretical results.

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