Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result
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-Itô’s formula and non-Lipschitz condition, the solutions to the simplified MSDEGs...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
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Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/5619693 |
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| _version_ | 1832567133439000576 |
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| author | Mahmoud Abouagwa Anas D. Khalaf Nadia Gul Sultan Alyobi Al-Sharef Mohamed |
| author_facet | Mahmoud Abouagwa Anas D. Khalaf Nadia Gul Sultan Alyobi Al-Sharef Mohamed |
| author_sort | Mahmoud Abouagwa |
| collection | DOAJ |
| description | 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-Itô’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. |
| format | Article |
| id | doaj-art-d11bb2dd800a47e38f1514c0cfc56d5d |
| institution | Kabale University |
| issn | 1099-0526 |
| language | English |
| publishDate | 2022-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Complexity |
| spelling | doaj-art-d11bb2dd800a47e38f1514c0cfc56d5d2025-02-03T01:02:22ZengWileyComplexity1099-05262022-01-01202210.1155/2022/5619693Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging ResultMahmoud Abouagwa0Anas D. Khalaf1Nadia Gul2Sultan Alyobi3Al-Sharef Mohamed4Department of Mathematical StatisticsMinsitry of EducationDepartment of MathematicsKing Abdulaziz UniversityDepartment of Electrical EngineeringThis 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-Itô’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.http://dx.doi.org/10.1155/2022/5619693 |
| spellingShingle | Mahmoud Abouagwa Anas D. Khalaf Nadia Gul Sultan Alyobi Al-Sharef Mohamed Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result Complexity |
| title | Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result |
| title_full | Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result |
| title_fullStr | Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result |
| title_full_unstemmed | Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result |
| title_short | Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result |
| title_sort | multivalued impulsive sdes driven by g brownian noise periodic averaging result |
| url | http://dx.doi.org/10.1155/2022/5619693 |
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