An Averaging Principle for Multi-valued Stochastic Differential Equations Driven by G-Brownian Motion

DOI10.1142/9789811200359_0004zbMath1498.60244MaRDI QIDQ5038238

Yong Xu, Bin Pei, Min Han

Publication date: 30 September 2022

Published in: Stochastic PDEs and Modelling of Multiscale Complex System (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811200359_0004

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G65: Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes)