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

页数：7

共 50 条

[31] Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
Dong, Yuchao
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2018, 90 (05) : 782 - 806
[32] A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
Lin, Qian
STATISTICS & PROBABILITY LETTERS, 2009, 79 (20) : 2223 - 2229
[33] Backward Stochastic Differential Equations on Markov Chains with Non-Lipschitz Coefficients
Peng, Yi
Qian, Hongchao
Wu, Jinbiao
PROCEEDINGS OF THE 38TH CHINESE CONTROL CONFERENCE (CCC), 2019, : 1345 - 1350
[34] Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
Malinowski, Marek T.
JOURNAL OF INTELLIGENT & FUZZY SYSTEMS, 2016, 31 (01) : 13 - 25
[35] Anticipated Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients
Wang, Tie
Cui, Siyu
MATHEMATICS, 2022, 10 (03)
[36] The averaging method for stochastic differential delay equations under non-Lipschitz conditions
Tan, Li
Lei, Dingyou
ADVANCES IN DIFFERENCE EQUATIONS, 2013,
[37] The averaging method for stochastic differential delay equations under non-Lipschitz conditions
Li Tan
Dingyou Lei
Advances in Difference Equations, 2013
[38] Averaging of neutral stochastic partial functional differential equations involving delayed impulses
Liu, Jiankang
Xu, Wei
Guo, Qin
APPLICABLE ANALYSIS, 2022, 101 (18) : 6435 - 6450
[39] Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
Benchaabane, Abbes
Sakthivel, Rathinasamy
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 312 : 65 - 73
[40] ADAPTED SOLUTIONS OF BACKWARD STOCHASTIC DIFFERENTIAL-EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
MAO, XR
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1995, 58 (02) : 281 - 292

← 1 2 3 4 5 →