Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations. (July 2023)

• Record Type: Journal Article
• Authors: Shen, Guangjun; Xiang, Jie; Wu, Jiang-Lun
• Is Part Of: Applied mathematics letters. Volume 141(2023)
• Publication Date: 2023-07
• Subjects: Multi-valued McKean–Vlasov stochastic differential equations -- Stochastic averaging principle; Applied mathematics -- Periodicals; 519.05
• DOI: 10.1016/j.aml.2023.108629
• Languages: English
• ISSNs: 0893-9659

Abstract

Abstract: In this paper, we are concerned with stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations. Under certain averaging conditions, we show that solutions of multi-valued McKean–Vlasov stochastic differential equations can be approximated by solutions of the associated averaged multi-valued McKean–Vlasov stochastic differential equations in the sense of the mean square convergence.