An Averaging Principle for the Time-Dependent Abstract Stochastic Evolution Equations with Infinite Delay and Wiener Process

Wenjing Xu, Wei Xu

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

In this paper, averaging principle for the time-dependent stochastic evolution equations (TDSEEs) with infinite delay is investigated. In proper non-Lipschitz conditions, we prove that the mild solution of the averaged stochastic evolution equations (ASEEs), governed by time-independent family of linear operators, converges to that of the original one in L2 sense. At last, an application example is presented to prove the obtained theory.

Original languageEnglish
Pages (from-to)1126-1141
Number of pages16
JournalJournal of Statistical Physics
Volume178
Issue number5
DOIs
StatePublished - 1 Mar 2020

Keywords

  • Averaging principle
  • Infinite delay
  • L convergence
  • The time-dependent stochastic evolution equations

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