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Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
Applied Mathematics Letters, Volume: 141, Start page: 108629
Swansea University Author: Jiang-lun Wu
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©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)
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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 |
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Elsevier BV
2023
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URI: | https://cronfa.swan.ac.uk/Record/cronfa62688 |
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v2 62688 2023-02-19 Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations dbd67e30d59b0f32592b15b5705af885 Jiang-lun Wu Jiang-lun Wu true false 2023-02-19 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 COLLEGE CODE Swansea University Other The National Natural Science Foundation of China - 12071003 2024-07-29T13:43:04.5472937 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 3 62688__26622__17660b75bfeb4cf6b1bd56abda020037.pdf ShenXiangWuRepository.pdf 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 |
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Journal article |
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Applied Mathematics Letters |
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141 |
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108629 |
publishDate |
2023 |
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Swansea University |
issn |
0893-9659 1873-5452 |
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10.1016/j.aml.2023.108629 |
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Elsevier BV |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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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 |
2023-07-01T13:43:03Z |
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1805917338675970048 |
score |
11.021648 |