Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations

DOI10.1016/J.AML.2023.108629MaRDI QIDQ6103166zbMATH OpenFDO

Authors Guangjun Shen, Jie Xiang, Jiang-Lun Wu

Publication date 26 June 2023

Published in Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

stochastic averaging principlemulti-valued McKean-Vlasov stochastic differential equations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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Cites work

• scientific article; zbMATH DE number 3366247 (Why is no real title available?)
• A veraging principle for multivalued stochastic differential equations
• An averaging principle for multivalued stochastic differential equations
• Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
• Large deviations for multivalued stochastic differential equations
• Multivalued Skorohod problem
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
• The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients

Cited in

(7)

• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
• Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
• A limit theorem of nonlinear filtering for multiscale McKean-Vlasov stochastic systems
• Diffusion approximation for multi-scale McKean-Vlasov SDEs through different methods
• Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients

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