Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients

Jing Cui and Nana Bi

Statistics & Probability Letters, 2020, vol. 163, issue C

Abstract: In this paper, we consider the stochastic periodic averaging principle for impulsive neutral stochastic functional differential equations with non-Lipschitz coefficients. By using the theory of stochastic analysis and elementary inequalities, we show that the solutions of impulsive neutral stochastic functional differential equations converge to the solutions of the corresponding averaged neutral stochastic functional differential equations without impulses.

Keywords: Stochastic functional differential equations; Averaging principle; Impulse (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108775

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