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Stochastic averaging principle for distribution dependent stochastic differential equations

Guangjun Shen, Jie Song, Jiang-lun Wu

Applied Mathematics Letters, Volume: 125, Start page: 107761

Swansea University Author: Jiang-lun Wu

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DOI (Published version): 10.1016/j.aml.2021.107761

Abstract

Due to the intrinsic link with (kinetic) nonlinear Fokker-Planck equations and many diverse applications, distribution dependent stochastic differential equations have been investigated intensively in recent years. The appearance of the probability distributions (or laws) of the random variables of...

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Published in: Applied Mathematics Letters
ISSN: 0893-9659
Published: Elsevier BV 2022
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URI: https://cronfa.swan.ac.uk/Record/cronfa58448
first_indexed 2021-11-03T10:33:59Z
last_indexed 2021-11-19T04:25:48Z
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spelling 2021-11-18T14:23:58.8290144 v2 58448 2021-10-21 Stochastic averaging principle for distribution dependent stochastic differential equations dbd67e30d59b0f32592b15b5705af885 Jiang-lun Wu Jiang-lun Wu true false 2021-10-21 Due to the intrinsic link with (kinetic) nonlinear Fokker-Planck equations and many diverse applications, distribution dependent stochastic differential equations have been investigated intensively in recent years. The appearance of the probability distributions (or laws) of the random variables of solutions in the coefficients is a distinct feature of distribution dependent stochastic differential equations. In this paper, under certain averaging conditions, we establish a stochastic averaging principle for distribution dependent stochastic differential equations. Journal Article Applied Mathematics Letters 125 107761 Elsevier BV 0893-9659 Stochastic averaging principle; distribution dependent stochastic differential equations; Wasserstein distance. 1 3 2022 2022-03-01 10.1016/j.aml.2021.107761 COLLEGE NANME COLLEGE CODE Swansea University 2021-11-18T14:23:58.8290144 2021-10-21T18:44:31.7897137 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Guangjun Shen 1 Jie Song 2 Jiang-lun Wu 3 58448__21272__8f7c225008bb42dc929fa81f6e7d8b4a.pdf ShenSongWu.pdf 2021-10-21T18:55:42.2102617 Output 267287 application/pdf Accepted Manuscript true 2022-11-03T00:00:00.0000000 ©2021 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND) true eng https://creativecommons.org/licenses/by-nc-nd/4.0/
title Stochastic averaging principle for distribution dependent stochastic differential equations
spellingShingle Stochastic averaging principle for distribution dependent stochastic differential equations
Jiang-lun Wu
title_short Stochastic averaging principle for distribution dependent stochastic differential equations
title_full Stochastic averaging principle for distribution dependent stochastic differential equations
title_fullStr Stochastic averaging principle for distribution dependent stochastic differential equations
title_full_unstemmed Stochastic averaging principle for distribution dependent stochastic differential equations
title_sort Stochastic averaging principle for distribution dependent stochastic differential equations
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Guangjun Shen
Jie Song
Jiang-lun Wu
format Journal article
container_title Applied Mathematics Letters
container_volume 125
container_start_page 107761
publishDate 2022
institution Swansea University
issn 0893-9659
doi_str_mv 10.1016/j.aml.2021.107761
publisher Elsevier BV
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
description Due to the intrinsic link with (kinetic) nonlinear Fokker-Planck equations and many diverse applications, distribution dependent stochastic differential equations have been investigated intensively in recent years. The appearance of the probability distributions (or laws) of the random variables of solutions in the coefficients is a distinct feature of distribution dependent stochastic differential equations. In this paper, under certain averaging conditions, we establish a stochastic averaging principle for distribution dependent stochastic differential equations.
published_date 2022-03-01T20:06:49Z
_version_ 1821346741941698560
score 11.04748

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