Stochastic averaging principle for distribution dependent stochastic differential equations

doi:10.1016/j.aml.2021.107761

科研成果详情

发表状态	已发表Published
题名	Stochastic averaging principle for distribution dependent stochastic differential equations
作者	Shen, Guangjun 1; Song, Jie 1; Wu, Jianglun2
发表日期	2022-03-01
发表期刊	Applied Mathematics Letters
ISSN/eISSN	0893-9659
卷号	125
摘要	Due to the intrinsic link with (kinetic) nonlinear Fokker–Planck equations and many diverse applications, distribution dependent stochastic differential equations have been investigated intensively in recent years. The appearance of the probability distributions (or laws) of the random variables of solutions in the coefficients is a distinct feature of distribution dependent stochastic differential equations. In this paper, under certain averaging conditions, we establish a stochastic averaging principle for distribution dependent stochastic differential equations.
关键词	Distribution dependent stochastic differential equations Stochastic averaging principle Wasserstein distance
DOI	10.1016/j.aml.2021.107761
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:000720455200005
Scopus入藏号	2-s2.0-85118935892
引用统计	被引频次：8[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/10483
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,Song, Jie,Wu, Jianglun. Stochastic averaging principle for distribution dependent stochastic differential equations[J]. Applied Mathematics Letters, 2022, 125.
APA	Shen, Guangjun, Song, Jie, & Wu, Jianglun. (2022). Stochastic averaging principle for distribution dependent stochastic differential equations. Applied Mathematics Letters, 125.
MLA	Shen, Guangjun,et al."Stochastic averaging principle for distribution dependent stochastic differential equations". Applied Mathematics Letters 125(2022).