Abstract
In this paper, we consider the averaging principle for a class of stochastic differential equations (SDEs) with the nonlinear terms only satisfying the local Lipschitz and monotone conditions. Compared with the classical Lipschitz and linear growth conditions, conditions given in this paper are relatively weak, so the conclusions obtained in this paper are suitable for a wider class of SDEs.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.