Status | 已发表Published |
Title | Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations |
Creator | |
Date Issued | 2023-07-01 |
Source Publication | Applied Mathematics Letters
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ISSN | 0893-9659 |
Volume | 141 |
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. |
Keyword | Multi-valued McKean–Vlasov stochastic differential equations Stochastic averaging principle |
DOI | 10.1016/j.aml.2023.108629 |
URL | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied |
WOS ID | WOS:000949481000001 |
Scopus ID | 2-s2.0-85148957955 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/10472 |
Collection | Research outside affiliated institution |
Corresponding Author | Wu, 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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