Stochastic averaging principle for distribution dependent stochastic differential equations

DOI10.1016/j.aml.2021.107761zbMath1490.60176OpenAlexW3208886223WikidataQ115360667 ScholiaQ115360667MaRDI QIDQ2060836

Guang Jun Shen, Jie Song, Jiang-Lun Wu

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.2021.107761

zbMATH Keywords

Wasserstein distancestochastic averaging principledistribution dependent stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Averaging method for ordinary differential equations (34C29)

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