The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients

DOI10.3934/DCDSB.2019039MaRDI QIDQ2321139zbMATH OpenOpenAlexWikidataFDO

Authors Wei Mao, Liangjian Hu, Surong You, Xuerong Mao

Publication date 28 August 2019

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2019039

zbMATH Keywords

averaging principlemultivalued SDEnon-Lipschitz coefficientsPoisson random measure

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(18)

• Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
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• Averaging principle for stochastic differential equations with monotone condition
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
• Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
• The averaging method for doubly perturbed distribution dependent SDEs
• An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
• Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
• Simplification of weakly nonlinear systems and analysis of cardiac activity using them
• An averaging principle for multivalued stochastic differential equations
• Averaging principle for stochastic differential equations under a weak condition
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
• Averaging principle for a type of Caputo fractional stochastic differential equations
• Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
• Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
• Averaging principle for stochastic Caputo fractional differential equations with non-Lipschitz condition
• Stochastic averaging principle and stability for multivalued McKean-Vlasov stochastic differential equations with jumps

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