Averaging principle for stochastic differential equations with monotone condition

Zhongkai Guo, Yong Xu, Weifeng Wang, Junhao Hu

科研成果: 期刊稿件文章同行评审

10 引用 (Scopus)

摘要

In this paper, we consider the averaging principle for a class of stochastic differential equations (SDEs) with the nonlinear terms only satisfying the local Lipschitz and monotone conditions. Compared with the classical Lipschitz and linear growth conditions, conditions given in this paper are relatively weak, so the conclusions obtained in this paper are suitable for a wider class of SDEs.

源语言英语
文章编号107705
期刊Applied Mathematics Letters
125
DOI
出版状态已出版 - 3月 2022

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