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In this paper, we study the averaging principle for multivalued SDEs with jumps and non-Lipschitz coefficients. By the Bihari’s inequality and the properties of the concave function, we prove that the solution of averaged multivalued SDE with jumps converges to that of the standard one in the sense of mean square and also in probability. Finally, two examples are presented to illustrate our theory.
|Number of pages||19|
|Journal||Discrete and Continuous Dynamical Systems - Series B|
|Publication status||Accepted/In press - 3 Oct 2018|
- multivalued SDES
- non-Lipschitz coefficients
- averaging principle
- poisson random measure
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- 1 Finished
1/10/12 → 3/10/16
Project: Research Studentship - Internally Allocated