\(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients

DOI10.1186/s13662-017-1442-5zbMath1444.60054OpenAlexW2781042354WikidataQ59524145 ScholiaQ59524145MaRDI QIDQ1711112

Zhongkai Guo

Publication date: 17 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-017-1442-5

zbMATH Keywords

averaging principlenon-Lipschitzmultivalued stochastic differential equations\(L^{p}\)-strong convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55)

Related Items (3)

Multi-valued backward stochastic differential equations with regime switching ⋮ Stochastic differential equations with singular coefficients on the straight line ⋮ Weak order in averaging principle for stochastic differential equations with jumps

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