Averaging principle for stochastic differential equations with monotone condition

DOI10.1016/J.AML.2021.107705MaRDI QIDQ2060799zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

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

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
• Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
• A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
• scientific article; zbMATH DE number 4086676 (Why is no real title available?)
• 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
• The averaging method for stochastic differential delay equations under non-Lipschitz conditions
• Some new results on Itô-Doob Hadamard fractional stochastic pantograph equations in \(L^p\) spaces
• Averaging principle for stochastic differential equations under a weak condition

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