Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
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Cited in
(14)- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- G-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
- Multi-valued stochastic differential equations driven by Poisson point processes
- An averaging principle for multivalued stochastic differential equations
- Stochastic Averaging Principle for Mixed Stochastic Differential Equations
- Averaging principle for impulsive stochastic partial differential equations
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
- Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
- Existence, uniqueness, and averaging principle for Hadamard Itô–Doob stochastic delay fractional integral equations
- Hadamard Itô-Doob stochastic fractional order systems
- Existence, uniqueness, and averaging principle for a class of fractional neutral Itô-Doob stochastic differential equations
- Asymptotic analysis of dynamical systems driven by Poisson random measures with periodic sampling
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