Averaging principle for SDEs of neutral type driven by G-Brownian motion
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DOI: 10.1142/s0219493719500047
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… read more here.
Keywords: averaging principle; principle; type driven; sdes neutral ... See more keywords