Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process

DOI10.1142/s0219493724500291MaRDI QIDQ6630821

Guang Jun Shen, Zhi Wang, Jingjing Fan, Jiang-Lun Wu

Publication date: 31 October 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

averaging principlemean square convergencestochastic functional differential equation\(\mathrm{G}\)-Lévy process

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) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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