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

被引：3
|
作者：
Shen, Guangjun [1 ]
Xiang, Jie [1 ]
Wu, Jiang-Lun [2 ]
机构：
[1] Anhui Normal Univ, Dept Math, Wuhu 241000, Peoples R China
[2] Swansea Univ, Dept Math, Computat Foundry, Swansea SA1 8EN, Wales
来源：
APPLIED MATHEMATICS LETTERS | 2023年 / 141卷
基金：
中国国家自然科学基金;
关键词：
stochastic differential equations; Stochastic averaging principle; Multi-valued McKean-Vlasov;
D O I：
10.1016/j.aml.2023.108629
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we are concerned with stochastic averaging principle for multi -valued McKean-Vlasov stochastic differential equations. Under certain averaging conditions, we show that solutions of multi-valued McKean-Vlasov stochastic differential equations can be approximated by solutions of the associated averaged multi-valued McKean-Vlasov stochastic differential equations in the sense of the mean square convergence.(c) 2023 Elsevier Ltd. All rights reserved.
引用
收藏
页数：7
相关论文
共 50 条
12345