Averaging principle for SDEs of neutral type driven by G-Brownian motion-Reference-Cited by-同舟云学术

Averaging principle for SDEs of neutral type driven by G-Brownian motion

Published:2019-01-27 Issue:01 Volume:19 Page:1950004
ISSN:0219-4937
Container-title:Stochastics and Dynamics
language:en
Short-container-title:Stoch. Dyn.

Author:

He Xiaoying¹^ORCID,Han Song¹,Tao Jin²

Affiliation:

1. School of Science, Guangxi University of Science and Technology, Liuzhou 545006, China

2. School of Mathematics and Statistics, Central South University, Changsha 410083, China

Abstract

In this paper, we investigate the averaging principle for SDEs of neutral type driven by [Formula: see text]-Brownian motion. The solutions of convergence in the sense of [Formula: see text]th moment and convergence in capacity between standard form and the corresponding averaged form are considered. Two examples are presented to demonstrate the applications of the averaging principle.

Publisher

World Scientific Pub Co Pte Lt

Subject

Modeling and Simulation

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219493719500047

Reference14 articles.

1. On Large Deviations in the Averaging Principle for SDEs with a “Full Dependence”

2. Averaging principle and systems of singularly perturbed stochastic differential equations

3. An Averaging Principle for Multivalued Stochastic Differential Equations

Cited by 14 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A note on the G-Itô Formula and a comment on “Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion”;Stochastics and Dynamics;2024-05

2. Differentiability of G-neutral stochastic differential equations with respect to parameter;Random Operators and Stochastic Equations;2024-02-20

3. Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result;Complexity;2022-12-14

4. Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion;Statistics & Probability Letters;2022-05

5. Further results on stabilization of stochastic differential equations with delayed feedback control under $ G $-expectation framework;Discrete & Continuous Dynamical Systems - B;2022