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In this paper, we investigate the averaging principle for SDEs of neutral type driven by [Formula: see text]-Brownian motion. The solutions of convergence in the sense of [Formula: see text]th… Click to show full abstract
In this paper, we investigate the averaging principle for SDEs of neutral type driven by [Formula: see text]-Brownian motion. The solutions of convergence in the sense of [Formula: see text]th moment and convergence in capacity between standard form and the corresponding averaged form are considered. Two examples are presented to demonstrate the applications of the averaging principle.
Keywords:
averaging principle;
principle;
type driven;
sdes neutral;
neutral type;
principle sdes
Journal Title: Stochastics and Dynamics
Year Published: 2019
Link to full text (if available)
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Journal Title: Stochastics and Dynamics
Year Published: 2019
Link to full text (if available)
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recommendations!