Averaging principle for neutral stochastic functional differential equations with impulses and non-Lipschitz coefficients
Jing Cui, Nana Bi
Topics & Concepts
MathematicsStochastic differential equationLipschitz continuityStochastic partial differential equationMathematical analysisApplied mathematicsDifferential equationStochastic processStatisticsNonlinear Differential Equations AnalysisStochastic processes and financial applicationsStability and Controllability of Differential Equations