L p $L^{p}$ ( p ≥ 2 ) $(p\geq2)$ -strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
نویسندگان
چکیده
منابع مشابه
Lp (p≥ 2)-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
*Correspondence: [email protected] School of Mathematics and Statistics, South-Central University for Nationalities, Wuhan, 430074, China 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 Lp (p≥ 2) and in probability between the MSD...
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ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2017
ISSN: 1687-1847
DOI: 10.1186/s13662-017-1442-5