An Averaging Principle for Multivalued Stochastic Differential Equations

DOI10.1080/07362994.2014.959594zbMath1305.60049OpenAlexW2093350631MaRDI QIDQ2937461

Jie Xu, Jicheng Liu

Publication date: 9 January 2015

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.959594

zbMATH Keywords

Brownian motionaveraging principlemultivalued stochastic differential equationsLipschitz coefficients

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Brownian motion (60J65) Sample path properties (60G17) Stochastic analysis (60H99)

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Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations ⋮ Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions ⋮ Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion ⋮ Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations ⋮ \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients ⋮ Weak order in averaging principle for stochastic differential equations with jumps ⋮ Averaging principle for SDEs of neutral type driven by G-Brownian motion ⋮ An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

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• A veraging principle for multivalued stochastic differential equations
• Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion

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