The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
Mao, Wei and Hu, Liangjian and You, Surong and Mao, Xuerong (2019) The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients. Discrete and Continuous Dynamical Systems - Series B, 24 (9). pp. 4937-4954. ISSN 1531-3492 (https://doi.org/10.3934/dcdsb.2019039)
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Abstract
In this paper, we study the averaging principle for multivalued SDEs with jumps and non-Lipschitz coefficients. By the Bihari’s inequality and the properties of the concave function, we prove that the solution of averaged multivalued SDE with jumps converges to that of the standard one in the sense of mean square and also in probability. Finally, two examples are presented to illustrate our theory.
ORCID iDs
Mao, Wei, Hu, Liangjian, You, Surong and Mao, Xuerong ORCID: https://orcid.org/0000-0002-6768-9864;-
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Item type: Article ID code: 65710 Dates: DateEvent30 September 2019Published3 October 2018AcceptedSubjects: Science > Mathematics Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 08 Oct 2018 13:00 Last modified: 21 Nov 2024 01:15 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/65710
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