Abstract
In this paper, we investigate the averaging principle for stochastic differential equation driven by G-Lévy process. By the BDG inequality for G-stochastic calculus with respect to G-Lévy process, we show that the solution of averaged stochastic differential equation driven by G-Lévy process converges to that of the standard one, under non-Lipschitz condition, in the mean square sense and also in capacity. An example is presented to illustrate the efficiency of the obtained results.
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