Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions

DOI10.1016/j.jde.2022.04.034zbMath1498.60131OpenAlexW4229042834MaRDI QIDQ2139620

Yanyan Li

Publication date: 18 May 2022

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2022.04.034

zbMATH Keywords

averaging principleNeumann conditionstochastic variational inequalitysemilinear PDEmulti-scale systemgeneralized backward SDE

Mathematics Subject Classification ID

Strong limit theorems (60F15) Variational inequalities (global problems) in infinite-dimensional spaces (58E35) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations

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