An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise

In this paper, we establish an averaging principle for neutral stochastic fractional differential equations with non-Lipschitz coefficients and with variable delays, driven by L\'{e}vy noise. Our result shows that the solutions of the equations concerned can be approximated by the solutions of averaged neutral stochastic fractional differential equations in the sense of convergencein mean square. As an application, we present an example with numerical simulations to explore the established averaging principle