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

页数：7

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