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Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2020-08-01 , DOI: 10.1016/j.spl.2020.108775
Jing Cui , Nana Bi

Abstract In this paper, we consider the stochastic periodic averaging principle for impulsive neutral stochastic functional differential equations with non-Lipschitz coefficients. By using the theory of stochastic analysis and elementary inequalities, we show that the solutions of impulsive neutral stochastic functional differential equations converge to the solutions of the corresponding averaged neutral stochastic functional differential equations without impulses.

中文翻译:

具有脉冲和非 Lipschitz 系数的中性随机泛函微分方程的平均原理

摘要 在本文中,我们考虑了具有非Lipschitz 系数的脉冲中性随机泛函微分方程的随机周期平均原理。通过使用随机分析和初等不等式的理论,我们证明了脉冲中性随机泛函微分方程的解收敛于对应的无脉冲平均中性随机泛函微分方程的解。
更新日期:2020-08-01
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