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Multivalued Impulsive SDEs Driven by G‐Brownian Noise: Periodic Averaging Result

Author

Listed:
  • Mahmoud Abouagwa
  • Anas D. Khalaf
  • Nadia Gul
  • Sultan Alyobi
  • Al-Sharef Mohamed

Abstract

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.

Suggested Citation

  • Mahmoud Abouagwa & Anas D. Khalaf & Nadia Gul & Sultan Alyobi & Al-Sharef Mohamed, 2022. "Multivalued Impulsive SDEs Driven by G‐Brownian Noise: Periodic Averaging Result," Complexity, John Wiley & Sons, vol. 2022(1).
    • Handle: RePEc:wly:complx:v:2022:y:2022:i:1:n:5619693
    DOI: 10.1155/2022/5619693
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    References listed on IDEAS

    as
    1. Ren, Yong & Hu, Lanying, 2011. "A note on the stochastic differential equations driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 81(5), pages 580-585, May.
    2. Peiguang Wang & Yan Xu, 2020. "Periodic Averaging Principle for Neutral Stochastic Delay Differential Equations with Impulses," Complexity, Hindawi, vol. 2020, pages 1-10, June.
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