Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
type: Item
instance of: scholarly article
title: Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
zbMATH Open document ID: 1481.34087
author: Jing Cui
author: Nana Bi
published in: Statistics \& Probability Letters
publication date: 2020-10-12T00:00:00Z
Mathematics Subject Classification ID: 34K33
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34K45
Mathematics Subject Classification ID: 34K30
Mathematics Subject Classification ID: 34K40
zbMATH DE Number: 7259027
zbMATH Keywords: stochastic functional differential equations
zbMATH Keywords: averaging principle
zbMATH Keywords: impulse
MaRDI profile type: Publication
full work available at URL: j.spl.2020.108775
OpenAlex ID: W3016989974
cites work: Q5529796
cites work: Existence and stability of periodic solutions of an impulsive differential equation and application to CD8 T-cell differentiation
cites work: Stochastic averaging principle for systems with pathwise uniqueness
cites work: Averaging principle and systems of singularly perturbed stochastic differential equations
cites work: Q5639096
cites work: Q3137918
cites work: Impulsive differential equations: periodic solutions and applications
cites work: Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
cites work: Strong convergence of principle of averaging for multiscale stochastic dynamical systems
cites work: An averaging principle for stochastic fractional differential equations with time-delays
cites work: Periodic averaging method for impulsive stochastic differential equations with Lévy noise
cites work: Q5429735
cites work: Asymptotic stability of impulsive stochastic partial differential equations with infinite delays
cites work: Global existence of solutions for stochastic impulsive differential equations
cites work: Successive approximations to solutions of stochastic differential equations
cites work: The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
cites work: ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
cites work: Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
cites work: The averaging principle for stochastic differential equations with Caputo fractional derivative
DOI: 10.1016/J.SPL.2020.108775
description: scientific article; zbMATH DE number 7259027