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math.PR2023
Averaging principle for McKean-Vlasov SDEs driven by multiplicative fractional noise with highly oscillatory drift coefficient
Bin Pei, Lifang Feng, Min Han
In this paper, we study averaging principle for a class of McKean-Vlasov stochastic differential equations (SDEs) that contain multiplicative fractional noise with Hurst parameter…
math.PR2020★ 1 cited
Stochastic averaging for non-Lipschitz multi-valued stochastic differential equations driven by G-Brownian motion
Min Han, Bin Pei
In this paper, we prove the validity of an averaging principle for multi-valued stochastic differential equations (MSDEs) driven by G-Brownian motion with non-Lipschitz coefficient…