user

Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

被引：12
|
作者：
Cui, Jing [1 ]
Bi, Nana [1 ]
机构：
[1] Anhui Normal Univ, Dept Stat, South Huajin Rd, Wuhu 241003, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2020年 / 163卷
基金：
中国国家自然科学基金;
关键词：
Stochastic functional differential equations; Averaging principle; Impulse; SYSTEMS; EXISTENCE;
D O I：
10.1016/j.spl.2020.108775
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：
In this paper, we consider the stochastic periodic averaging principle for impulsive neutral stochastic functional differential equations with non-Lipschitz coefficients. By using the theory of stochastic analysis and elementary inequalities, we show that the solutions of impulsive neutral stochastic functional differential equations converge to the solutions of the corresponding averaged neutral stochastic functional differential equations without impulses. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页数：7
相关论文
共 50 条
  • [1] INVARIANT MEASURE FOR NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
    Stanzhytsky, Andriy
    Misiats, Oleksandr
    Stanzhytskyi, Oleksandr
    EVOLUTION EQUATIONS AND CONTROL THEORY, 2022, 11 (06): : 1929 - 1953
  • [2] Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
    Xu, Yong
    Pei, Bin
    Wu, Jiang-Lun
    STOCHASTICS AND DYNAMICS, 2017, 17 (02)
  • [3] Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition
    Guo, Zhongkai
    Han, Xiaoying
    Hu, Junhao
    FRACTIONAL CALCULUS AND APPLIED ANALYSIS, 2024, 27 (05) : 2317 - 2334
  • [4] Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition
    Guo, Zhongkai
    Han, Xiaoying
    Hu, Junhao
    FRACTIONAL CALCULUS AND APPLIED ANALYSIS, 2023,
  • [5] STOCHASTIC INVARIANCE FOR NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATION WITH NON-LIPSCHITZ COEFFICIENTS
    Li, Chunhong
    Luo, Jiaowan
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 24 (07): : 3299 - 3318
  • [6] Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients
    Bao, Jianhai
    Hou, Zhenting
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2010, 59 (01) : 207 - 214
  • [7] The Averaging Principle for Stochastic Pantograph Equations with Non-Lipschitz Conditions
    Gao, Dongdong
    Li, Jianli
    Luo, Zhiguo
    Luo, Danfeng
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2021, 2021
  • [8] Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients
    Xu, Siyan
    CHINESE ANNALS OF MATHEMATICS SERIES B, 2009, 30 (03) : 321 - 332
  • [9] Backward stochastic differential equations with non-Lipschitz coefficients
    Wang, Ying
    Huang, Zhen
    STATISTICS & PROBABILITY LETTERS, 2009, 79 (12) : 1438 - 1443
  • [10] Multivalued stochastic differential equations with non-Lipschitz coefficients
    Siyan Xu
    Chinese Annals of Mathematics, Series B, 2009, 30 : 321 - 332
12345