The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients

Wei Mao, Liangjian Hu, Surong You, Xuerong Mao

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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.
Original languageEnglish
Number of pages19
JournalDiscrete and Continuous Dynamical Systems - Series B
Publication statusAccepted/In press - 3 Oct 2018


  • multivalued SDES
  • non-Lipschitz coefficients
  • averaging principle
  • poisson random measure

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