The averaging method for doubly perturbed distribution dependent SDEs

DOI10.1016/J.SPL.2022.109588zbMATH Open1496.60072OpenAlexW4283066953MaRDI QIDQ2170241FDOQ2170241

Authors Xiaocui Ma, Haitao Yue, Fubao Xi

Publication date 30 August 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109588

zbMATH Keywords

averaging methodfixed point theoremapproximation theoremdoubly perturbed distribution dependent SDE

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05)

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Cited in

(1)

• Stochastic averaging principle for distribution dependent stochastic differential equations

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