Weak averaging of semilinear stochastic differential equations with almost periodic coefficients

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:427

Article

Kamenskii, Mikhail¹  Mellah, Omar^2,3  de Fitte, Paul Raynaud² 

[1] Voronezh State Univ, Dept Math, Voronezh 394693, Russia

[2] Normandie Univ, CNRS, UMR 6085, Lab Raphael Salem, Rouen, France

[3] Univ Mouloud Mammeri Tizi Ouzou, Fac Sci, Dept Math, Tizi Ouzou, Algeria

关键词: Averaging methods;    Stochastic evolution equations;    Almost periodic solutions;    Wasserstein distance;   

DOI  :  10.1016/j.jmaa.2015.02.036

来源: Elsevier

【 摘 要 】

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficients. The convergence to the solution of the averaged equation is obtained in distribution, as in previous works by Khasminskii and Vrkoc. (C) 2015 Elsevier Inc. All rights reserved.

【 授权许可】

Free