论文标题
由G-Brownian运动驱动的非lipschitz多价值随机微分方程的随机平均
Stochastic averaging for non-Lipschitz multi-valued stochastic differential equations driven by G-Brownian motion
论文作者
论文摘要
在本文中，我们证明了由G-Brownian运动驱动的，具有非lipschitz系数的平均原理对多价值随机微分方程（MSDE）的有效性。平均MSDE的解和原始的溶液之间的收敛定理是从P-Thements和Capicity的意义上获得的。最后，提出一个例子来说明我们的理论。
In this paper, we prove the validity of an averaging principle for multi-valued stochastic differential equations (MSDEs) driven by G-Brownian motion with non-Lipschitz coefficients. The convergence theorem between the solution of the averaged MSDEs and original one was obtained in the sense of p-th moments and also in capicity. Finally, one example is presented to illustrate our theory.
