Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

DOI10.1016/j.spl.2020.108775zbMath1481.34087OpenAlexW3016989974MaRDI QIDQ2006720

Nana Bi, Jing Cui

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108775

zbMATH Keywords

averaging principlestochastic functional differential equationsimpulse

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional-differential equations with impulses (34K45) Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Averaging for functional-differential equations (34K33)

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