Periodic averaging method for impulsive stochastic differential equations with Lévy noise

DOI10.1016/J.AML.2019.01.040zbMath1415.34118OpenAlexW2912653299MaRDI QIDQ1739452

Shuo Ma, Yan-Mei Kang

Publication date: 26 April 2019

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2019.01.040

zbMATH Keywords

Lévy noisenon-Lipschitz conditionimpulsive stochastic differential equationsperiodic averaging method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations with impulses (34K45) Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)

Related Items (11)

Averaging of neutral stochastic partial functional differential equations involving delayed impulses ⋮ Averaging methods for piecewise-smooth ordinary differential equations ⋮ Boundedness analysis of non-autonomous stochastic differential systems with Lévy noise and mixed delays ⋮ Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses ⋮ Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup ⋮ A periodic averaging method for impulsive stochastic age‐structured population model in a polluted environment ⋮ An averaging result for impulsive fractional neutral stochastic differential equations ⋮ Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients ⋮ Periodic averaging principle for neutral stochastic delay differential equations with impulses ⋮ Nonlinear impulsive problems for uncertain fractional differential equations

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