An Averaging Principle for Multivalued Stochastic Differential Equations

被引：16
|
作者：
Xu, Jie [1 ]
Liu, Jicheng [2 ]
机构：
[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2014年 / 32卷 / 06期
关键词：
Lipschitz coefficients; Brownian motion; Averaging principle; MSDEs;
D O I：
10.1080/07362994.2014.959594
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The averaging principle for multivalued stochastic differential equations (MSDEs) driven by Brownian motion with Brownian noise is investigated. An averaged MSDEs for the original MSDEs is proposed, and their solutions are quantitatively compared. Under suitable assumptions, it is shown that the solution of the MSDEs converges to that of the original MSDEs in the sense of mean square and also in probability. Two examples are presented to illustrate the averaging principle.
引用
收藏
页码：962 / 974
页数：13
相关论文
共 50 条
  • [21] Averaging principle for a type of Caputo fractional stochastic differential equations
    Guo, Zhongkai
    Hu, Junhao
    Yuan, Chenggui
    CHAOS, 2021, 31 (05)
  • [22] Averaging principle for fractional stochastic differential equations with LP convergence
    Wang, Zhaoyang
    Lin, Ping
    APPLIED MATHEMATICS LETTERS, 2022, 130
  • [23] On the Application of the Averaging Principle in Stochastic Differential Equations of Hyperbolic Type
    Yu. A. Mitropol'skii
    V. H. Kolomiets'
    O. V. Kolomiets'
    Ukrainian Mathematical Journal, 2003, 55 (5) : 859 - 865
  • [24] The averaging principle for stochastic differential equations with Caputo fractional derivative
    Xu, Wenjing
    Xu, Wei
    Zhang, Shuo
    APPLIED MATHEMATICS LETTERS, 2019, 93 : 79 - 84
  • [25] AVERAGING PRINCIPLE ON INFINITE INTERVALS FOR STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS
    Cheban, David
    Liu, Zhenxin
    ELECTRONIC RESEARCH ARCHIVE, 2021, 29 (04): : 2791 - 2817
  • [26] AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
    Fu, Hongbo
    Duan, Jinqiao
    STOCHASTICS AND DYNAMICS, 2011, 11 (2-3) : 353 - 367
  • [27] On the Averaging Principle of Caputo Type Neutral Fractional Stochastic Differential Equations
    Jing Zou
    Danfeng Luo
    Qualitative Theory of Dynamical Systems, 2024, 23
  • [28] An Averaging Principle For Stochastic Differential Equations Of Fractional Order 0 < α < 1
    Wenjing Xu
    Wei Xu
    Kai Lu
    Fractional Calculus and Applied Analysis, 2020, 23 : 908 - 919
  • [29] Periodic Averaging Principle for Neutral Stochastic Delay Differential Equations with Impulses
    Wang, Peiguang
    Xu, Yan
    COMPLEXITY, 2020, 2020
  • [30] The Averaging Principle for Stochastic Fractional Partial Differential Equations with Fractional Noises
    Jing Yuanyuan
    Li Zhi
    Xu Liping
    JOURNAL OF PARTIAL DIFFERENTIAL EQUATIONS, 2021, 34 (01): : 51 - 66
12345