The averaging method for doubly perturbed distribution dependent SDEs (Q2170241)
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English | The averaging method for doubly perturbed distribution dependent SDEs |
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The averaging method for doubly perturbed distribution dependent SDEs (English)
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30 August 2022
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This work studies the averaging method for the so-called doubly perturbed distribution dependent SDEs (DPDSDE). The averaging principle for this DPDSDEs is considered, and an approximation result is established. The well-posedness of the DPDSDEs is also proved using the fixed point theorem. It was stated that the solutions of the original equations converge to those of the averaged equations in the sense of mean square and probability. An example is provided to show the applications of the results under consideration.
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doubly perturbed distribution dependent SDE
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fixed point theorem
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averaging method
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approximation theorem
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