发表状态 | 已发表Published |
题名 | Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations |
作者 | |
发表日期 | 2023-07-01 |
发表期刊 | Applied Mathematics Letters
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ISSN/eISSN | 0893-9659 |
卷号 | 141 |
摘要 | In this paper, we are concerned with stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations. Under certain averaging conditions, we show that solutions of multi-valued McKean–Vlasov stochastic differential equations can be approximated by solutions of the associated averaged multi-valued McKean–Vlasov stochastic differential equations in the sense of the mean square convergence. |
关键词 | Multi-valued McKean–Vlasov stochastic differential equations Stochastic averaging principle |
DOI | 10.1016/j.aml.2023.108629 |
URL | 查看来源 |
收录类别 | SCIE |
语种 | 英语English |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Applied |
WOS记录号 | WOS:000949481000001 |
Scopus入藏号 | 2-s2.0-85148957955 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/10472 |
专题 | 个人在本单位外知识产出 |
通讯作者 | Wu, Jianglun |
作者单位 | 1.Department of Mathematics,Anhui Normal University,Wuhu,241000,China 2.Department of Mathematics,Computational Foundry,Swansea University,Swansea,SA1 8EN,United Kingdom |
推荐引用方式 GB/T 7714 | Shen, Guangjun,Xiang, Jie,Wu, Jianglun. Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations[J]. Applied Mathematics Letters, 2023, 141. |
APA | Shen, Guangjun, Xiang, Jie, & Wu, Jianglun. (2023). Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations. Applied Mathematics Letters, 141. |
MLA | Shen, Guangjun,et al."Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations". Applied Mathematics Letters 141(2023). |
条目包含的文件 | 条目无相关文件。 |
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