Averaging principle for SDEs of neutral type driven by G-Brownian motion
From MaRDI portal
Publication:4630516
DOI10.1142/S0219493719500047zbMath1444.34098OpenAlexW2811173029WikidataQ129586653 ScholiaQ129586653MaRDI QIDQ4630516
Xiaoying He, Jin Tao, Song Han
Publication date: 26 March 2019
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493719500047
Brownian motion (60J65) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Averaging for functional-differential equations (34K33)
Related Items (12)
Averaging of neutral stochastic partial functional differential equations involving delayed impulses ⋮ Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition ⋮ An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise ⋮ Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses ⋮ Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion ⋮ Comparison theorem for path dependent SDEs driven by G-Brownian motion ⋮ Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion ⋮ An averaging principle for McKean-Vlasov-type Caputo fractional stochastic differential equations ⋮ \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients ⋮ Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework ⋮ Averaging principle for a type of Caputo fractional stochastic differential equations ⋮ Periodic averaging principle for neutral stochastic delay differential equations with impulses
Cites Work
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- An averaging principle for stochastic dynamical systems with Lévy noise
- On the averaging principle for stochastic delay differential equations with jumps
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- On large deviations in the averaging principle for SDEs with a ``full dependence
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
- The averaging method for stochastic differential delay equations under non-Lipschitz conditions
- Stochastic functional differential equations with infinite delay driven by G -Brownian motion
- An Averaging Principle for Multivalued Stochastic Differential Equations
- Averaging principle and systems of singularly perturbed stochastic differential equations
- On Averaging Principles: An Asymptotic Expansion Approach
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- General Martingale Characterization ofG-Brownian Motion
This page was built for publication: Averaging principle for SDEs of neutral type driven by G-Brownian motion
