On the averaging principle for SDEs driven by G-Brownian motion with non-Lipschitz coefficients
Abstract In 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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2021-01-01
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| Series: | Advances in Difference Equations |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13662-021-03233-y |