Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

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Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

机译：具有脉冲和非嘴唇尖端系数的中性随机函数微分方程的平均原理

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In this paper, we consider the stochastic periodic averaging principle for impulsive neutral stochastic functional differential equations with non-Lipschitz coefficients. By using the theory of stochastic analysis and elementary inequalities, we show that the solutions of impulsive neutral stochastic functional differential equations converge to the solutions of the corresponding averaged neutral stochastic functional differential equations without impulses. (C) 2020 Elsevier B.V. All rights reserved.

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《Statistics & Probability Letters》 |2020年第2020期|共7页
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正文语种 eng
中图分类概率论（几率论、或然率论）;
关键词
Stochastic functional differential equations; Averaging principle; Impulse;

机译：随机函数微分方程;平均原则;冲动;

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专利

1. Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients [J] . Statistics & Probability Letters . 2020,第期

机译：具有脉冲和非嘴唇尖端系数的中性随机函数微分方程的平均原理
2. Existence and Uniqueness of the solutions to Stochastic Neutral Functional Differential Equations Using Fractional Brownian motion with Non-Lipschitz Coefficients [J] . C.Loganathan, P.Selvanayaki International Journal of Engineering Research and Applications . 2018,第2期

机译：具有非Lipschitz系数的分数布朗运动的随机中立型泛函微分方程解的存在和唯一性
3. A note on the existence and uniqueness of mild solutions to neutral stochastic partial functional differential equations with non-Lipschitz coefficients [J] . Feng Jiang, YiShen Computers & mathematics with applications . 2011,第6期

机译：关于非Lipschitz系数的中立型随机偏泛函微分方程的温和解的存在性和唯一性的注记
4. Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients [C] . Weiyin Fei, Dandan He, Hongjian Liu International Conference on Information Science and Technology Applications . 2013

机译：具有非嘴唇尖端系数的模糊随机微分方程的溶解
5. On absolute continuity for stochastic partial differential equations and an averaging principle for a queueing network. [D] . Watkins, Andrea Cherese. 2010

机译：随机偏微分方程的绝对连续性和排队网络的平均原理。
6. Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion [O] . Xinwen Zhang, Dehao Ruan -1

机译：由布朗运动和分数布朗运动驱动的中立型随机泛函偏微分方程的指数稳定性。
7. Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion [O] . Wu Jiang-lun 2017

机译：分数布朗运动驱动的非Lipschitz系数微分方程的随机平均原理

Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

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