Averaging principle for SDEs of neutral type driven by G-Brownian motion

Brownian motion (60J65) Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)

Cites Work

Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
An averaging principle for stochastic differential delay equations with fractional Brownian motion
Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
Stochastic averaging principle for dynamical systems with fractional Brownian motion
Nonlinear Expectations and Stochastic Calculus under Uncertainty
An averaging principle for stochastic dynamical systems with Lévy noise
On large deviations in the averaging principle for SDEs with a ``full dependence
Averaging principle and systems of singularly perturbed stochastic differential equations
On Averaging Principles: An Asymptotic Expansion Approach
The averaging method for stochastic differential delay equations under non-Lipschitz conditions
On the averaging principle for stochastic delay differential equations with jumps
An Averaging Principle for Multivalued Stochastic Differential Equations
General Martingale Characterization ofG-Brownian Motion

Cited In (15)

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
A note on the G-Itô formula and a comment on ``Averaging principle for SDEs of neutral type driven by \(G\)-Brownian motion
Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
\(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion
Comparison theorem for path dependent SDEs driven by G-Brownian motion
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
Periodic averaging principle for neutral stochastic delay differential equations with impulses
Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion

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