Averaging principle for SDEs of neutral type driven by G-Brownian motion

作者：He, Xiaoying^*; Han, Song; Tao, Jin

来源：Stochastics and Dynamics, 2019, 19(1): 1950004.

DOI：10.1142/S0219493719500047

• Averaging principle
• SDEs of neutral type
• G-Brownian motion
• L-p convergence

In this paper, we investigate the averaging principle for SDEs of neutral type driven by G-Brownian motion. The solutions of convergence in the sense of pth moment and convergence in capacity between standard form and the corresponding averaged form are considered. Two examples are presented to demonstrate the applications of the averaging principle.

• 出版日期2019-2
• 单位广西大学