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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
ISSN/eISSN0095-4616
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
DOI10.1007/s00245-023-10007-3
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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
被引频次:1[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/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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