The averaging method for stochastic differential delay equations under non-Lipschitz conditions

DOI10.1186/1687-1847-2013-38zbMath1368.34092OpenAlexW2123954344WikidataQ59301782 ScholiaQ59301782MaRDI QIDQ2360515

Li Tan, Dingyou Lei

Publication date: 4 July 2017

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

Full work available at URL: https://doi.org/10.1186/1687-1847-2013-38

zbMATH Keywords

averaging methodstochastic differential delay equationsnon-Lipschitz

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Averaging for functional-differential equations (34K33)

Related Items (13)

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• Numerical Solutions of Stochastic Functional Differential Equations
• Ergodicity for Infinite Dimensional Systems
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion

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