Abstract
| Language | English |
|---|---|
| Number of pages | 19 |
| Journal | Discrete and Continuous Dynamical Systems - Series B |
| Publication status | Accepted/In press - 3 Oct 2018 |
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Keywords
- multivalued SDES
- non-Lipschitz coefficients
- averaging principle
- poisson random measure
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The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients. / Mao, Wei; Hu, Liangjian; You, Surong; Mao, Xuerong.
In: Discrete and Continuous Dynamical Systems - Series B, 03.10.2018.Research output: Contribution to journal › Article
TY - JOUR
T1 - The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
AU - Mao, Wei
AU - Hu, Liangjian
AU - You, Surong
AU - Mao, Xuerong
PY - 2018/10/3
Y1 - 2018/10/3
N2 - 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.
AB - 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.
KW - multivalued SDES
KW - non-Lipschitz coefficients
KW - averaging principle
KW - poisson random measure
UR - http://www.aimsciences.org/journal/1531-3492
M3 - Article
JO - Discrete and Continuous Dynamical Systems - Series B
T2 - Discrete and Continuous Dynamical Systems - Series B
JF - Discrete and Continuous Dynamical Systems - Series B
SN - 1531-3492
ER -