Stochastic averaging for non-Lipschitz stochastic differential equations with G-Brownian motion

DOI10.3969/J.ISSN.1001-4268.2017.03.007zbMATH Open1389.60071MaRDI QIDQ3131141FDOQ3131141

Authors: Min Han, Yaxiang Liu 

Publication date: 29 January 2018

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zbMATH Keywords

\(G\)-Brownian motionaveraging principlenon-Lipschitz condition

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Cited In (5)

• Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
• On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
• On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process
• Averaging principle for SDEs of neutral type driven by G-Brownian motion
• The averaging method for stochastic differential delay equations under non-Lipschitz conditions

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