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Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations

Guangjun Shen, Jie Xiang Orcid Logo, Jiang-lun Wu Orcid Logo

Applied Mathematics Letters, Volume: 141, Start page: 108629

Swansea University Author: Jiang-lun Wu Orcid Logo

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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...

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Published in: Applied Mathematics Letters
ISSN: 0893-9659 1873-5452
Published: Elsevier BV 2023
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URI: https://cronfa.swan.ac.uk/Record/cronfa62688
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first_indexed 2023-03-06T09:35:11Z
last_indexed 2023-03-09T04:17:16Z
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spelling 2023-03-08T18:27:35.2222518 v2 62688 2023-02-19 Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2023-02-19 SMA 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. Journal Article Applied Mathematics Letters 141 108629 Elsevier BV 0893-9659 1873-5452 Multi-valued McKean-Vlasov stochastic differential equations; Stochastic averaging principle 1 7 2023 2023-07-01 10.1016/j.aml.2023.108629 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University Other The National Natural Science Foundation of China - 12071003 2023-03-08T18:27:35.2222518 2023-02-19T18:38:17.7857398 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Guangjun Shen 1 Jie Xiang 0000-0001-6165-5498 2 Jiang-lun Wu 0000-0003-4568-7013 3 Under embargo Under embargo 2023-02-19T18:49:12.6096689 Output 201536 application/pdf Accepted Manuscript true 2024-02-23T00:00:00.0000000 ©2023 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 multi-valued McKean–Vlasov stochastic differential equations
spellingShingle Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
Jiang-lun Wu
title_short Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
title_full Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
title_fullStr Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
title_full_unstemmed Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
title_sort Stochastic averaging principle for multi-valued McKean–Vlasov 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 Xiang
Jiang-lun Wu
format Journal article
container_title Applied Mathematics Letters
container_volume 141
container_start_page 108629
publishDate 2023
institution Swansea University
issn 0893-9659
1873-5452
doi_str_mv 10.1016/j.aml.2023.108629
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 0
active_str 0
description 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.
published_date 2023-07-01T04:22:30Z
_version_ 1763754482787680256
score 11.013731

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