Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise

Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise

In this paper, we establish an averaging principle on the infinite time intervals for semilinear stochastic ordinary differential equations with Lévy noise. In particular, under suitable conditions we prove that if the coefficients are Poisson stable (including periodic, quasi-periodic, almost perio...

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Bibliographic Details
Main Authors: Xin Liu, Yan Wang
Format: Article
Language:English
Published: AIMS Press 2021-03-01
Series:AIMS Mathematics
Subjects:
averaging principle
stochastic differential equations
lévy noise
periodic solution
quasi-periodic solution
almost periodic solution
poisson stable solution
Online Access:http://www.aimspress.com/article/doi/10.3934/math.2021314?viewType=HTML

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http://www.aimspress.com/article/doi/10.3934/math.2021314?viewType=HTML

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