Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses

Jiankang Liu, Wei Xu, Qin Guo, Jinbin Wang

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

This paper aims at addressing the issue of a periodic averaging method for neutral stochastic functional differential equations with delayed impulses. Two periodic averaging theorems are presented and the approximate equivalence between the solutions to the original systems and those to the reduced averaged systems without impulses is proved. Further, we show a brief framework of extending our main results to Lévy case. At last, an example is given to demonstrate the procedure and validity of the proposed periodic averaging method.

Original languageEnglish
Pages (from-to)907-920
Number of pages14
JournalStochastics
Volume93
Issue number6
DOIs
StatePublished - 2021

Keywords

  • delayed impulses
  • impulsive neutral stochastic functional differential equations
  • Lévy noise
  • non-Lipschitz condition
  • Periodic averaging

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