摘要：In this paper, we study the averaging principle for neutral stochastic functional differential equations (SFDEs) with Poisson random measure. By stochastic inequality, Burkholder-Davis-Gundy’s inequality and Kunita’s inequality, we prove that the solution of the averaged neutral SFDEs with Poisson random measure converges to that of the standard one in L p $L^{p}$ sense and also in probability. Some illustrative examples are presented to demonstrate this theory.
关键词：averaging principle ; neutral SFDEs ; (L^{p}) convergence ; convergence in probability ; Poisson random measure
