【摘要】 该文讨论了一类由时变Lévy噪声驱动的随机微分方程(LSDE)的平均值原理,提出了其均值化方程,在均方和以概率意义下得到了均值化方程的解收敛到原LSDE的解,给出了一个具体例子.更多还原

【Abstract】 This paper concerns averaging principles for a kind of stochastic differential equations driven by time-changed Lévy noise(LSDEs,in short).An averaged LSDE for the original LSDE is proposed.The solution of the averaged LSDE converges to that of the original LSDE in the sense of mean square and probability.Finally,we will give an example to illustrate the obtained results.更多还原