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
  • [21] Anticipated backward stochastic differential equations with non-Lipschitz coefficients
    Huihui Zhou
    Yun Han
    Zhiguo Feng
    Rui Yuan
    Journal of Mathematical Chemistry, 2021, 59 : 516 - 528
  • [22] Stochastic differential equations with non-Lipschitz coefficients in Hilbert spaces
    Xie, Bin
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2008, 26 (02) : 408 - 433
  • [23] Backward doubly stochastic differential equations with non-Lipschitz coefficients
    N'zi, Modeste
    Owo, Jean-Marc
    RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2008, 16 (04) : 307 - 324
  • [24] The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions
    Kasinathan, Ramkumar
    Kasinathan, Ravikumar
    Chalishajar, Dimplekumar
    Baleanu, Dumitru
    Sandrasekaran, Varshini
    STATISTICS & PROBABILITY LETTERS, 2024, 215
  • [25] On the stochastic integral equations with non-Lipschitz coefficients
    Cheng, TL
    STOCHASTIC ANALYSIS AND APPLICATIONS, 2002, 20 (02) : 283 - 298
  • [26] Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients
    Li Zhi
    Luo Jiaowan
    JOURNAL OF PARTIAL DIFFERENTIAL EQUATIONS, 2014, 27 (01): : 50 - 63
  • [27] ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
    Zhang, Xicheng
    STOCHASTICS AND DYNAMICS, 2009, 9 (04) : 549 - 595
  • [28] ON THE PATHWISE UNIQUENESS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
    Zhang, Defei
    He, Ping
    ROCKY MOUNTAIN JOURNAL OF MATHEMATICS, 2013, 43 (05) : 1739 - 1746
  • [29] Fractional stochastic functional differential equations with non-Lipschitz condition
    Ullah, Rahman
    Farooq, Muhammad
    Faizullah, Faiz
    Alghafli, Maryam A.
    Mlaiki, Nabil
    AIMS MATHEMATICS, 2025, 10 (03): : 7127 - 7143
  • [30] Lp (p ≥ 2)-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
    Guo, Zhongkai
    ADVANCES IN DIFFERENCE EQUATIONS, 2017,
12345