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Status已发表Published
TitleStochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
Creator
Date Issued2023-07-01
Source PublicationApplied Mathematics Letters
ISSN0893-9659
Volume141
Abstract

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.

KeywordMulti-valued McKean–Vlasov stochastic differential equations Stochastic averaging principle
DOI10.1016/j.aml.2023.108629
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000949481000001
Scopus ID2-s2.0-85148957955
Citation statistics
Cited Times:4[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/10472
CollectionResearch outside affiliated institution
Corresponding AuthorWu, Jianglun
Affiliation
1.Department of Mathematics,Anhui Normal University,Wuhu,241000,China
2.Department of Mathematics,Computational Foundry,Swansea University,Swansea,SA1 8EN,United Kingdom
Recommended Citation
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).
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