This paper investigates the averaging principle for the solutions to stochastic fractional impulsive differential equations (SFIDEs) with nonlocal conditions. The main focus lies in deriving sufficient conditions for the convergence of the averaged SFIDEs. According to certain proposals, solutions to SFIDEs can be approximated by averaged stochastic systems using the mean square. Furthermore, two illustrative examples are provided to demonstrate the effectiveness of the proposed method in approximating the solutions to our model. The numerical simulations highlight the applicability and accuracy of the proposed approach in practical scenarios. This work contributes to the understanding and analysis of SFIDEs with complex conditions, paving the way for further research in the field of finance and industry.
[1] I. Ali and U. Khan Sami, A dynamic competition analysis of stochastic fractional differential equation arising in finance via Pseudospectral method, Mathematics, MDPI, 11(6) (2023), 1328.
[2] M. Bufalo and G. Orlando, An improved Barone-Adesi Whaley formula for turbulent markets, Journal of Computational and Applied Mathematics, Elsevier, 406 (2022), 113993.
[3] D. Gao, J. Li, Z. Luo, and D. Luo, The averaging principle for stochastic pantograph equations with non-Lipschitz conditions, Mathematical Problems in Engineering, Hindawi Limited, 2021(1) (2021), 5578936.
[4] Z. Guo, J. Hu, and C. Yuan, Averaging principle for a type of Caputo fractional stochastic differential equations, Chaos: An Interdisciplinary Journal of Nonlinear Science, AIP Publishing, 31(5) (2021).
[5] D. Hainaut, Pricing of spread and exchange options in a rough jump–diffusion market, Journal of Computational and Applied Mathematics, Elsevier, 419 (2023), 114752.
[6] T. Hamadneh, Z. Chebana, I. Abu Falahah, A. AL-Khassawneh Yazan, A. Al-Husban, T. Oussaeif, A. Ouannas, and A. Abbes, On finite-time blow-up problem for nonlinear fractional reaction diffusion equation: analytical results and numerical simulations, Fractal and Fractional, MDPI, 7(8) (2023), 589.
[7] M. Johnson and V. Vijayakumar, An analysis on the optimal control for fractional stochastic delay integrodifferential systems of order 1¡ γ¡ 2, Fractal and Fractional, MDPI, 7(4) (2023), 284.
[8] R. Khasminskii, Principle of averaging for parabolic and elliptic differential equations and for Markov processes with small diffusion, Theory of Probability & Its Applications, 8(1) (1963), 1-21.
[9] R. Khasminskij, On the principle of averaging the Itov’s stochastic differential equations, Kybernetika, 4(3) (1968), 260–279.
[10] V. Lakshmikantham and S. Simeonov Pavel, Theory of impulsive differential equations, World scientific, 6 (1989).
[11] J. Liu and W. Xu, An averaging result for impulsive fractional neutral stochastic differential equations, Applied Mathematics Letters, Elsevier, 114 (2021), 106892.
[12] F. Mainardi, Fractional calculus: Theory and applications, Mathematics, MDPI, 6(9) (2018), 145.
[13] X. Meng, A. Alzyoud, and A. Rashid, Financial risk prevention model of financial institutions based on linear partial differential equation, Applied Mathematics and Nonlinear Sciences, 8(1) (2023), 2199–2208.
[14] M. Mouy, H. Boulares, S. Alshammari, M. Alshammari, Y. Laskri, and W. Mohammed Wael, On averaging principle for Caputo–Hadamard fractional stochastic differential pantograph equation, Fractal and Fractional, MDPI, 7(1) (2022), 31.
[15] B. Oksendal, Stochastic differential equations: an introduction with applications, Springer Science & Business Media, (2013).
[16] P. Umamaheswari, K. Balachandran, N. Annapoorani, and D. Kim, Existence and stability results for stochastic fractional neutral differential equations with Gaussian noise and L´evy noise, Nonlinear Functional Analysis and Applications, Kyungnam University Press, 28(02) (2023), 365-382.
[17] P. Umamaheswari, K. Balachandran, and N. Annapoorani, Existence and stability results for Caputo fractional stochastic differential equations with L´evy noise, Filomat, 34(5) (2020), 1739–1751.
[18] I. Podlubny, Fractional differential equations: an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications, Elsevier, (1998).
[19] G. Xiao, M. Feckan, and J. Wang, On the averaging principle for stochastic differential equations involving Caputo fractional derivative, Chaos: An Interdisciplinary Journal of Nonlinear Science, AIP Publishing, 32(10) (2022).
[20] L. Xuefan, H. Weimin, S. Youhui, and Y. Yongzhen, Existence and stability of solutions for a class of fractional impulsive differential equations with Atangana-Baleanu-Caputo derivative, Journal of Applied Mathematics and Physics, 11(12) (2023), 3914–3927.
[21] H. Ye, J. Gao, and Y. Ding, A generalized Gronwall inequality and its application to a fractional differential equation, Journal of Mathematical Analysis and Applications, Elsevier, 328(2) (2007), 1075–1081.
[22] J. Zou and D. Luo, On the averaging principle of Caputo-type neutral fractional stochastic differential equations, Qualitative Theory of Dynamical Systems, Springer, 23(2) (2024), 82.
[23] J. Zou, D. Luo, and M. Li, The existence and averaging principle for stochastic fractional differential equations with impulses, Mathematical Methods in the Applied Sciences, Wiley Online Library, 46(6) (2023), 6857–6874.
Latha Maheswari, M. and Muthusamy, K. (2026). Exactness of the solution to the stochastic fractional impulsive differential equations. Computational Methods for Differential Equations, 14(3), 1180-1192. doi: 10.22034/cmde.2025.61363.2639
MLA
Latha Maheswari, M. , and Muthusamy, K. . "Exactness of the solution to the stochastic fractional impulsive differential equations", Computational Methods for Differential Equations, 14, 3, 2026, 1180-1192. doi: 10.22034/cmde.2025.61363.2639
HARVARD
Latha Maheswari, M., Muthusamy, K. (2026). 'Exactness of the solution to the stochastic fractional impulsive differential equations', Computational Methods for Differential Equations, 14(3), pp. 1180-1192. doi: 10.22034/cmde.2025.61363.2639
CHICAGO
M. Latha Maheswari and K. Muthusamy, "Exactness of the solution to the stochastic fractional impulsive differential equations," Computational Methods for Differential Equations, 14 3 (2026): 1180-1192, doi: 10.22034/cmde.2025.61363.2639
VANCOUVER
Latha Maheswari, M., Muthusamy, K. Exactness of the solution to the stochastic fractional impulsive differential equations. Computational Methods for Differential Equations, 2026; 14(3): 1180-1192. doi: 10.22034/cmde.2025.61363.2639