An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure

DOI10.1186/s13662-016-0802-xzbMath1419.60046OpenAlexW2301640483WikidataQ59467791 ScholiaQ59467791MaRDI QIDQ1796774

Wei Mao, Xuerong Mao

Publication date: 17 October 2018

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

Full work available at URL: https://doi.org/10.1186/s13662-016-0802-x

zbMATH Keywords

averaging principlePoisson random measureconvergence in probability\(L^{p}\) convergenceneutral SFDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (9)

Averaging of neutral stochastic partial functional differential equations involving delayed impulses ⋮ Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses ⋮ An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps ⋮ On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process ⋮ Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients ⋮ Hadamard Itô-Doob stochastic fractional order systems ⋮ The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Impulsive conformable fractional stochastic differential equations with Poisson jumps

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