Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise

DOI10.3934/MATH.2021314MaRDI QIDQ2133269zbMATH OpenOpenAlexFDO

Authors Xin Liu, Yan Wang

Publication date 29 April 2022

Published in AIMS Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/math.2021314

zbMATH Keywords

almost periodic solutionaveraging principleLévy noiseperiodic solutionPoisson stable solutionquasi-periodic solutionstochastic differential equations

Mathematics Subject Classification ID

Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Averaging method for ordinary differential equations (34C29) Notions of recurrence and recurrent behavior in topological dynamical systems (37B20) Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(8)

• Periodic averaging method for impulsive stochastic differential equations with Lévy noise
• Averaging principle on infinite intervals for stochastic ordinary differential equations
• Poisson stable solutions for stochastic differential equations with Lévy noise
• An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
• Averaging principles for stochastic differential equations driven by time-changed Lévy noise
• Averaging principle on semi-axis for semi-linear differential equations
• An averaging principle for stochastic dynamical systems with Lévy noise
• Time-averaging principle for stochastic PDEs driven by Lévy noise

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