摘要
本文研究一类随机延迟方程的平均化问题.利用尺度变换的方法,获得了一类随机延迟方程的平均化理论结果,并得出平均化理论对这类方程而言不仅可以消除非自治现象也可以消除延迟现象.
In this paper,we consider the averaging principle for a class of stochastic differential delay equations(SDDEs).Our results show that under appropriate assumptions,the SDDEs can be approximated by the classical stochastic differential equations(SDEs),which implied that the averaging principle can eliminate not only the non-autonomous phenomenon but also the delay phenomenon.
作者
郭仲凯
沙翔
王艳敏
GUO Zhongkai;SHA Xiang;WANG Yanmin(School of Mathematics and Statistics,South-Central MinZu Universities,Wuhan 430074,China)
出处
《应用数学》
北大核心
2024年第2期476-481,共6页
Mathematica Applicata
基金
Supported by the National Natural Science Foundation of China(11926322)
“the Fundamental Research Funds for the Central Universities”,South-Central Min Zu University(CZY22013,3212023sycxjj001)。
关键词
延迟
随机微分方程
平均化
Delay
Stochastic differential equation
Averaging principle
