An averaging principle for stochastic switched systems with Levy noise

被引：4
|
作者：
Ma, Shuo [1 ,2 ]
Kang, Yanmei [1 ]
机构：
[1] Xi An Jiao Tong Univ, Sch Math & Stat, Xian 710049, Shaanxi, Peoples R China
[2] North Minzu Univ, Sch Math & Informat Sci, Yinchuan, Ningxia, Peoples R China
来源：
MATHEMATICAL METHODS IN THE APPLIED SCIENCES | 2020年 / 43卷 / 15期
基金：
中国国家自然科学基金;
关键词：
averaging principle; L<mml; math altimg="urn; x-wiley; mma; media; mma6538; mma6538-math-0002" display="inline"><mml; mi>e</mml; mi></mml; math>vy noise; non-Lipschitz condition; stochastic switched systems; FUNCTIONAL-DIFFERENTIAL EQUATIONS; TO-STATE STABILITY; DIFFUSION; EXISTENCE; CONVERGENCE; UNIQUENESS; MODELS;
D O I：
10.1002/mma.6538
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we present an averaging method for stochastic switched systems with Levy noise under non-Lipschitz condition. With the help of successive approximation method and Bihari's inequality, the existence and uniqueness of the solutions of original and averaged systems are proved. Then, under suitable assumptions, we show that the solution of stochastic switched system with Levy noise strongly converges to the solution of the corresponding averaged equation.
引用
收藏
页码：8714 / 8727
页数：14
相关论文
共 50 条
  • [31] Stochastic Averaging Principle for Mixed Stochastic Differential Equations
    Jing Yuanyuan
    Peng Yarong
    Li Zhi
    JOURNAL OF PARTIAL DIFFERENTIAL EQUATIONS, 2022, 35 (03): : 223 - 239
  • [32] Averaging principle for two-time-scale stochastic differential equations with correlated noise
    Jiang, Tao
    Liu, Yancai
    OPEN MATHEMATICS, 2022, 20 (01): : 1656 - 1664
  • [33] The Averaging Principle for Caputo Type Fractional Stochastic Differential Equations with Lévy Noise
    Ren, Lulu
    Xiao, Guanli
    FRACTAL AND FRACTIONAL, 2024, 8 (10)
  • [34] Boundedness analysis of stochastic integro-differential systems with Levy noise
    He, Danhua
    Xu, Liguang
    JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE, 2020, 14 (01): : 87 - 93
  • [35] STOCHASTIC DYNAMICS FOR SYSTEMS WITH LEVY FLIGHTS AND NONHOMOGENEOUSLY DISTRIBUTED TRAPS
    Srokowski, Tomasz
    ACTA PHYSICA POLONICA B, 2016, 47 (05): : 1313 - 1326
  • [36] An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
    Mao, Wei
    Mao, Xuerong
    ADVANCES IN DIFFERENCE EQUATIONS, 2016,
  • [37] Averaging principle for stochastic 3D generalized Navier-Stokes equations
    Liu, Hui
    Lin, Lin
    Shi, Yangyang
    STOCHASTICS AND DYNAMICS, 2024, 24 (01)
  • [38] Averaging principle for slow-fast systems of stochastic PDEs with rough coefficients
    Cerrai, Sandra
    Zhu, Yichun
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2025, 185
  • [39] Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes
    Zhang, Yanjie
    Huang, Qiao
    Wang, Xiao
    Wang, Zibo
    Duan, Jinqiao
    JOURNAL OF DIFFERENTIAL EQUATIONS, 2024, 379 : 721 - 761
  • [40] Boundedness analysis of non-autonomous stochastic differential systems with Levy noise and mixed delays
    He, Danhua
    Xu, Liguang
    AIMS MATHEMATICS, 2020, 5 (06): : 6169 - 6182
12345