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Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
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Jiang-lun Wu
Applied Mathematics Letters, Volume: 141, Start page: 108629
Swansea University Author: Jiang-lun Wu
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DOI (Published version): 10.1016/j.aml.2023.108629
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 ass...
| Published in: | Applied Mathematics Letters |
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| ISSN: | 0893-9659 1873-5452 |
| Published: |
Elsevier BV
2023
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa62688 |
| 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 McKeanVlasov stochastic differential equations in the sense of the mean square convergence. |
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| Keywords: |
Multi-valued McKean-Vlasov stochastic differential equations; Stochastic averaging principle |
| College: |
Faculty of Science and Engineering |
| Funders: |
The National Natural Science Foundation of China - 12071003 |
| Start Page: |
108629 |