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Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result
Journal article   Open access  Peer reviewed

Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result

Mahmoud Abouagwa, Anas D. Khalaf, Nadia Gul, Sultan Alyobi and Al-Sharef Mohamed
Complexity (New York, N.Y.), Vol.2022
01/01/2022

Abstract

Mathematics Mathematics, Interdisciplinary Applications Multidisciplinary Sciences Physical Sciences Science & Technology Science & Technology - Other Topics
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-Ito'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.
url
https://doi.org/10.1155/2022/5619693View
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