L p $L^{p}$ ( p ≥ 2 ) $(p\geq2)$ -strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients

L p $L^{p}$ ( p ≥ 2 ) $(p\geq2)$ -strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients

Abstract We investigate the averaging principle for multivalued stochastic differential equations (MSDEs) driven by a random process under non-Lipschitz conditions. We consider the convergence of solutions in L p ( p ≥ 2 ) $L^{p}~(p\geq2)$ and in probability between the MSDEs and the corresponding a...

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Bibliographic Details
Main Author: Zhongkai Guo
Format: Article
Language:English
Published: SpringerOpen 2017-12-01
Series:Advances in Difference Equations
Subjects:
multivalued stochastic differential equations
non-Lipschitz
averaging principle
L p $L^{p}$ ( p ≥ 2 ) $(p\geq2)$ -strong convergence
Online Access:http://link.springer.com/article/10.1186/s13662-017-1442-5

Internet

http://link.springer.com/article/10.1186/s13662-017-1442-5

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