Averaging Principles for Multivalued Distribution‐Dependent Sdes
ABSTRACT In this work, we mainly consider a class of multivalued distribution‐dependent stochastic differential equations (MDDSDEs, in short). With some assumptions, we prove that the solutions of MDDSDEs can be approximated by the solutions of associated averaged multivalued SDEs in two senses of convergence in mean square and convergence in probability, respectively.
Authors
- Yong Ren (ORCID: https://orcid.org/0000-0002-8353-6788)
- Xu Han (ORCID: https://orcid.org/0000-0002-8967-4372)
Institutions
- Hefei University (CN)
Publication Details
- Journal
- Mathematical Methods in the Applied Sciences
- Published
- 2025-10-04
- DOI
- https://doi.org/10.1002/mma.70193
- Primary Topic
- Statistical Distribution Estimation and Applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00