Averaging principle for SDEs of neutral type driven by G-Brownian motion
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Cites work
- An averaging principle for multivalued stochastic differential equations
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- An averaging principle for stochastic dynamical systems with Lévy noise
- Averaging principle and systems of singularly perturbed stochastic differential equations
- General martingale characterization of \(G\)-Brownian motion
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and \(G\)-Brownian motion
- On Averaging Principles: An Asymptotic Expansion Approach
- On large deviations in the averaging principle for SDEs with a ``full dependence
- On the averaging principle for stochastic delay differential equations with jumps
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
- The averaging method for stochastic differential delay equations under non-Lipschitz conditions
Cited in
(19)- Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter
- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations
- Averaging principle for a type of Caputo fractional stochastic differential equations
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
- A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process
- Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion
- Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process
- Averaging of neutral stochastic partial functional differential equations involving delayed impulses
- Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses
- Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion
- Periodic averaging principle for neutral stochastic delay differential equations with impulses
- Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion
- Comparison theorem for path dependent SDEs driven by \(G\)-Brownian motion
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