An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure

作者：Mao, Wei^*; Mao, Xuerong

来源：Advances in Difference Equations, 2016, 2016(1): 77.

DOI：10.1186/s13662-016-0802-x

• averaging principle
• neutral SFDEs
• L-p convergence
• convergence in probability
• Poisson random measure

In this paper, we study the averaging principle for neutral stochastic functional differential equations (SFDEs) with Poisson random measure. By stochastic inequality, Burkholder-Davis-Gundy's inequality and Kunita's inequality, we prove that the solution of the averaged neutral SFDEs with Poisson random measure converges to that of the standard one in L-p sense and also in probability. Some illustrative examples are presented to demonstrate this theory.

• 出版日期2016-3-15