Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

被引：12
|
作者：
Cui, Jing [1 ]
Bi, Nana [1 ]
机构：
[1] Anhui Normal Univ, Dept Stat, South Huajin Rd, Wuhu 241003, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2020年 / 163卷
基金：
中国国家自然科学基金;
关键词：
Stochastic functional differential equations; Averaging principle; Impulse; SYSTEMS; EXISTENCE;
D O I：
10.1016/j.spl.2020.108775
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider the stochastic periodic averaging principle for impulsive neutral stochastic functional differential equations with non-Lipschitz coefficients. By using the theory of stochastic analysis and elementary inequalities, we show that the solutions of impulsive neutral stochastic functional differential equations converge to the solutions of the corresponding averaged neutral stochastic functional differential equations without impulses. (C) 2020 Elsevier B.V. All rights reserved.
引用
收藏
页数：7
相关论文
共 50 条
  • [21] Existence and Uniqueness of Stochastic Differential Equations with Random Impulses and Markovian Switching under Non-Lipschitz Conditions
    Wu, Shu Jin
    Zhou, Bin
    ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2011, 27 (03) : 519 - 536
  • [22] On the Averaging Principle of Caputo Type Neutral Fractional Stochastic Differential Equations
    Zou, Jing
    Luo, Danfeng
    QUALITATIVE THEORY OF DYNAMICAL SYSTEMS, 2024, 23 (02)
  • [23] Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
    Liu, Wei
    Roeckner, Michael
    Sun, Xiaobin
    Xie, Yingchao
    JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 268 (06) : 2910 - 2948
  • [24] Stability and prevalence of McKean-Vlasov stochastic differential equations with non-Lipschitz coefficients
    Mezerdi, Mohamed Amine
    Khelfallah, Nabil
    RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2021, 29 (01) : 67 - 78
  • [25] On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients
    Mytnik, Leonid
    Perkins, Edwin
    Sturm, Anja
    ANNALS OF PROBABILITY, 2006, 34 (05) : 1910 - 1959
  • [26] An Averaging Principle for Stochastic Fractional Differential Equations Driven by fBm Involving Impulses
    Liu, Jiankang
    Wei, Wei
    Xu, Wei
    FRACTAL AND FRACTIONAL, 2022, 6 (05)
  • [27] A novel result on averaging principle of stochastic Hilfer-type fractional system involving non-Lipschitz coefficients
    Luo, Danfeng
    Zhu, Quanxin
    Luo, Zhiguo
    APPLIED MATHEMATICS LETTERS, 2021, 122
  • [28] THE AVERAGING METHOD FOR MULTIVALUED SDES WITH JUMPS AND NON-LIPSCHITZ COEFFICIENTS
    Mao, Wei
    Hu, Liangjian
    You, Surong
    Mao, Xuerong
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2019, 24 (09): : 4937 - 4954
  • [29] Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-lipschitz conditions
    Shu Jin Wu
    Bin Zhou
    Acta Mathematica Sinica, English Series, 2011, 27 : 519 - 536
  • [30] Multi-term Time-Fractional Stochastic Differential Equations with Non-Lipschitz Coefficients
    Singh, Vikram
    Pandey, Dwijendra N.
    DIFFERENTIAL EQUATIONS AND DYNAMICAL SYSTEMS, 2022, 30 (01) : 197 - 209
12345