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

DOI10.1016/J.AML.2023.108629MaRDI QIDQ6103166FDOQ6103166

Authors: Guangjun Shen, Jie Xiang, Jiang-Lun Wu 

Publication date: 26 June 2023

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

Recommendations

• An averaging principle for multivalued 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
• Averaging principle for McKean-Vlasov SDEs with Lévy noise and Hölder coefficients
• An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations

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)

Cites Work

• Title not available (Why is that?)
• Multivalued Skorohod problem
• Large deviations for multivalued stochastic differential equations
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• An averaging principle for multivalued stochastic differential equations
• A veraging principle for multivalued stochastic differential equations
• The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
• Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes

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

This page was built for publication: Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6103166)