Averaging principle for stochastic differential equations with monotone condition

DOI10.1016/J.AML.2021.107705zbMATH Open1484.34140OpenAlexW3203659873WikidataQ115360673 ScholiaQ115360673MaRDI QIDQ2060799FDOQ2060799

Authors: Yanyan Li 

Publication date: 13 December 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107705

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zbMATH Keywords

stochastic differential equationsaveraging principlemonotonicity conditionslocal Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05)

Cites Work

• An averaging principle for two-scale stochastic partial differential equations
• Average and deviation for slow-fast stochastic partial differential equations
• Effective dynamics of stochastic partial differential equations
• An averaging principle for stochastic dynamical systems with Lévy noise
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• An averaging principle for stochastic fractional differential equations with time-delays
• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Averaging principle for stochastic Korteweg-de Vries equation
• A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients
• The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
• Averaging principle for stochastic differential equations under a weak condition

Cited In (11)

• A class of stochastic differential equations with the time average
• The existence and averaging principle for stochastic fractional differential equations with impulses
• A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
• Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
• Title not available (Why is that?)
• Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
• On the averaging principle of Caputo type neutral fractional stochastic differential equations
• Stochastic averaging principle for distribution dependent stochastic differential equations
• Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces
• The averaging method for stochastic differential delay equations under non-Lipschitz conditions
• Averaging principle for stochastic differential equations under a weak condition

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