A veraging principle for multivalued stochastic differential equations

DOI10.1515/rose.2001.9.4.399zbMath1020.60053OpenAlexW1972055907MaRDI QIDQ4416156

Modeste N'zi, Louis N'Goran

Publication date: 7 August 2003

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2001.9.4.399

zbMATH Keywords

stochastic differential equationBrownian motionlimit behaviourstationary ergodic process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Diffusion processes (60J60) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Stochastic analysis (60H99)

Related Items (6)

An Averaging Principle for Multivalued Stochastic Differential Equations ⋮ Averaging principle for backward stochastic differential equations ⋮ Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations ⋮ Averaging principle for BSDEs driven by two mutually independent fractional Brownian motions ⋮ Bogoliubov averaging principle of stochastic reaction-diffusion equation ⋮ Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients

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