Averaging principle for RBDSDEs with Poisson jumps

被引：0
|
作者：
Ndiaye, Djibril [1 ]
Sagna, Yaya [1 ]
机构：
[1] Univ Cheikh Anta Diop Dakar, Fac Sci & Tech, Dept Math & Informat, Lab Math Appl LMA, BP 5005, Dakar, Senegal
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2025年 / 33卷 / 01期
关键词：
Averaging Principle; reflected backward doubly stochastic differential equation; random Poisson measure; STOCHASTIC DIFFERENTIAL-EQUATIONS; MAXIMUM PRINCIPLE; CONTROL SYSTEMS;
D O I：
10.1515/rose-2025-2002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper is devoted to presenting an averaging principle for reflected backward doubly stochastic differential equations with jumps (RBDSDEP in short), in which the obstacle process is right continuous with left limits. Under suitable Lipschitz conditions, it is shown that the solutions of RBDSDEP can be approximated by solutions to averaged stochastic systems in the mean-square sense and probability.
引用
收藏
页码：75 / 86
页数：12
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