On the averaging principle for SDEs driven by G-Brownian motion with non-Lipschitz coefficients
Keyword(s):
AbstractIn this paper, we aim to develop the averaging principle for stochastic differential equations driven by G-Brownian motion (G-SDEs for short) with non-Lipschitz coefficients. By the properties of G-Brownian motion and stochastic inequality, we prove that the solution of the averaged G-SDEs converges to that of the standard one in the mean-square sense and also in capacity. Finally, two examples are presented to illustrate our theory.
2016 ◽
Vol 8
(6)
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pp. 1004-1022
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Keyword(s):
2020 ◽
Vol 23
(3)
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pp. 908-919
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Journal of natural sciences, life and applied sciences - مجلة العلوم الطبيعية و الحياتية والتطبيقية
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2021 ◽
Vol 5
(4)
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pp. 130-111
2017 ◽
Vol 17
(02)
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pp. 1750013
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