Stochastic averaging principle for distribution dependent stochastic differential equations
نویسندگان
چکیده
Due to the intrinsic link with (kinetic) nonlinear Fokker–Planck equations and many diverse applications, distribution dependent stochastic differential have been investigated intensively in recent years. The appearance of probability distributions (or laws) random variables solutions coefficients is a distinct feature equations. In this paper, under certain averaging conditions, we establish principle for
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2022
ISSN: ['1873-5452', '0893-9659']
DOI: https://doi.org/10.1016/j.aml.2021.107761