Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result
oleh: Mahmoud Abouagwa, Anas D. Khalaf, Nadia Gul, Sultan Alyobi, Al-Sharef Mohamed
| Format: | Article |
|---|---|
| Diterbitkan: | Wiley 2022-01-01 |
Deskripsi
This paper aims to study two approximation theorems in view of the periodic averaging results for non-Lipschitz multivalued stochastic differential equations with impulses and G-Brownian motion (MISDEGs). By adopting G-Itô’s formula and non-Lipschitz condition, the solutions to the simplified MSDEGs without impulses may replace those of the initial MISDEGs in view of approximation in L2-sense and capacity. Finally, we bring a couple of two examples to enhance our theoretical results.