کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8959529 | 1646324 | 2018 | 25 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients](/preview/png/8959529.png)
چکیده انگلیسی
This paper deals with averaging principle for two-time-scale stochastic differential equations (SDEs) with non-Lipschitz coefficients, which extends the existing results: from Lipschitz to non-Lipschitz case. Under suitable conditions, the existence of an averaging equation eliminating the fast variable for coupled system is established, and as a result, the system can be reduced to a single SDEs with a modified coefficient which is also non-Lipschitz. Moreover, it is shown that the slow variable strongly converges to the solution of the corresponding averaging equation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 468, Issue 1, 1 December 2018, Pages 116-140
Journal: Journal of Mathematical Analysis and Applications - Volume 468, Issue 1, 1 December 2018, Pages 116-140
نویسندگان
Jie Xu, Jicheng Liu, Yu Miao,