典型文献
AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE
文献摘要：
In this paper,we aim to derive an averaging principle for stochastic differential equations driven by time-changed Lévy noise with variable delays.Under certain assump-tions,we show that the solutions of stochastic differential equations with time-changed Lévy noise can be approximated by solutions of the associated averaged stochastic differential equations in mean square convergence and in convergence in probability,respectively.The convergence order is also estimated in terms of noise intensity.Finally,an example with numerical simulation is given to illustrate the theoretical result.
文献关键词：
中图分类号：
作者姓名：
Guangjun SHEN;Wentao XU;Jiang-Lun WU
作者机构：
Department of Mathematics,Anhui Normal University,Wuhu 241000,China;Department of Mathematics,Computational Foundry Swansea University,Swansea,SA1 8EN,UK
文献出处：
引用格式：
[1]Guangjun SHEN;Wentao XU;Jiang-Lun WU-.AN AVERAGING PRINCIPLE FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS DRIVEN BY TIME-CHANGED LéVY NOISE)[J].数学物理学报（英文版）,2022(02):540-550
A类：
AVERAGING,PRINCIPLE,STOCHASTIC,DIFFERENTIAL,EQUATIONS,DRIVEN,CHANGED,VY,assump
B类：
FOR,DELAY,BY,TIME,NOISE,In,this,paper,we,aim,derive,averaging,principle,stochastic,differential,equations,driven,by,changed,vy,noise,variable,delays,Under,certain,show,that,solutions,can,be,approximated,associated,averaged,mean,square,convergence,probability,respectively,order,also,estimated,terms,intensity,Finally,example,numerical,simulation,given,illustrate,theoretical,result
AB值：
0.515904
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