The Existence and Averaging Principle for a Class of Fractional Hadamard Itô–Doob Stochastic Integral Equations

Abstract

In this paper, we investigate the existence and uniqueness properties pertaining to a class of fractional Hadamard Itô–Doob stochastic integral equations (FHIDSIE). Our study centers around the utilization of the Picard iteration technique (PIT), which not only establishes these fundamental properties but also unveils the remarkable averaging principle within FHIDSIE. To accomplish this, we harness powerful mathematical tools, including the Hölder and Gronwall inequalities.