An averaging principle for stochastic switched systems with Levy noise

被引：4
|
作者：
Ma, Shuo [1 ,2 ]
Kang, Yanmei [1 ]
机构：
[1] Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Shaanxi, Peoples R China
[2] North Minzu Univ, Sch Math & Informat Sci, Yinchuan, Ningxia, Peoples R China
来源：
MATHEMATICAL METHODS IN THE APPLIED SCIENCES | 2020年 / 43卷 / 15期
基金：
中国国家自然科学基金;
关键词：
averaging principle; L<mml; math altimg="urn; x-wiley; mma; media; mma6538; mma6538-math-0002" display="inline"><mml; mi>e</mml; mi></mml; math>vy noise; non-Lipschitz condition; stochastic switched systems; FUNCTIONAL-DIFFERENTIAL EQUATIONS; TO-STATE STABILITY; DIFFUSION; EXISTENCE; CONVERGENCE; UNIQUENESS; MODELS;
D O I：
10.1002/mma.6538
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present an averaging method for stochastic switched systems with Levy noise under non-Lipschitz condition. With the help of successive approximation method and Bihari's inequality, the existence and uniqueness of the solutions of original and averaged systems are proved. Then, under suitable assumptions, we show that the solution of stochastic switched system with Levy noise strongly converges to the solution of the corresponding averaged equation.
引用
收藏
页码：8714 / 8727
页数：14
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