Averaging principle for stochastic differential equations with monotone condition

DOI10.1016/j.aml.2021.107705zbMath1484.34140OpenAlexW3203659873WikidataQ115360673 ScholiaQ115360673MaRDI QIDQ2060799

Yanyan Li

Publication date: 13 December 2021

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

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107705

zbMATH Keywords

stochastic differential equationsaveraging principlemonotonicity conditionslocal Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

The existence and averaging principle for stochastic fractional differential equations with impulses ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations

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