发表状态 | 已发表Published |
题名 | On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions |
作者 | |
发表日期 | 2023-10-01 |
发表期刊 | Applied Mathematics and Optimization
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ISSN/eISSN | 0095-4616 |
卷号 | 88期号:2 |
摘要 | In this paper, a class of distribution dependent stochastic differential equations driven by time-changed Brownians motion is studied. The existence and uniqueness theorem of strong solutions for the distribution dependent stochastic differential equations is established. Then, sufficient conditions are provided to guarantee the solutions to be stable in several different senses in terms of Lyapunov function. Finally, we show that the solutions of the distribution dependent stochastic differential equations can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence. |
关键词 | Averaging principle Distribution dependent stochastic differential equations Stability Time-changed Brownian motions |
DOI | 10.1007/s00245-023-10007-3 |
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:001000297400008 |
Scopus入藏号 | 2-s2.0-85160649353 |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | https://repository.uic.edu.cn/handle/39GCC9TT/10943 |
专题 | 个人在本单位外知识产出 |
作者单位 | 1.Department of Mathematics,Anhui Normal University,Wuhu,241000,China 2.Department of Mathematics,Computational Foundry,Swansea University,Swansea,Bay Campus,SA1 8EN,United Kingdom |
推荐引用方式 GB/T 7714 | Shen, Guangjun,Zhang, Tingting,Song, Jieet al. On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions[J]. Applied Mathematics and Optimization, 2023, 88(2). |
APA | Shen, Guangjun, Zhang, Tingting, Song, Jie, & Wu, Jianglun. (2023). On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions. Applied Mathematics and Optimization, 88(2). |
MLA | Shen, Guangjun,et al."On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions". Applied Mathematics and Optimization 88.2(2023). |
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