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

DOI10.1016/j.aml.2023.108629MaRDI QIDQ6103166

Jie Xiang, Jiang-Lun Wu, Guang Jun Shen

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

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

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