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  • 标题:L p $L^{p}$ ( p ≥ 2 ) $(p\geq2)$ -strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
  • 本地全文:下载
  • 作者:Zhongkai Guo
  • 期刊名称:Advances in Difference Equations
  • 印刷版ISSN:1687-1839
  • 电子版ISSN:1687-1847
  • 出版年度:2017
  • 卷号:2017
  • 期号:1
  • 页码:386
  • DOI:10.1186/s13662-017-1442-5
  • 语种:English
  • 出版社:Hindawi Publishing Corporation
  • 摘要:We investigate the averaging principle for multivalued stochastic differential equations (MSDEs) driven by a random process under non-Lipschitz conditions. We consider the convergence of solutions in L p ( p ≥ 2 ) $L^{p}~(p\geq2)$ and in probability between the MSDEs and the corresponding averaged MSDEs.
  • 关键词:multivalued stochastic differential equations ; non-Lipschitz ; averaging principle ; \(L^{p}\) \((p\geq2)\) -strong convergence
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