Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
复制标题
随机变分不等式的平均原理及其在非线性诺伊曼条件下偏微分方程中的应用
DOI：
10.1016/j.jde.2022.04.034
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发表时间：
2022-08
影响因子：
2.4
通讯作者：
Wu Jing
中科院分区：
文献类型：
--
作者：
Chen Zhen-Qing;Wu Jing
Stochastic variational inequalities have been widely used in various areas. In this paper we establish averaging principles for a separated time-scale system of fully coupled stochastic system characterized by stochastic variational inequalities. Under non-Lipschitz continuous conditions, we show that the classical weak convergence result holds for this type of stochastic systems. Strong convergence is also studied for the cases when the diffusion coefficients of the slow motions do not depend on the fast motion components. As an application, we study the homogenization of generalized backward SDEs and semilinear parabolic variational inequalities with nonlinear Neumann boundary conditions.
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影响因子：
3
作者：
E. Weinan;Di Liu;E. Vanden-Eijnden
通讯作者：
E. Weinan;Di Liu;E. Vanden-Eijnden
DOI：
10.1051/ps:2001109
发表时间：
2001
期刊：
Esaim: Probability and Statistics
影响因子：
--
作者：
E. Cépa;D. Lépingle
通讯作者：
E. Cépa;D. Lépingle
影响因子：
1.7
作者：
É. Pardoux
通讯作者：
É. Pardoux
DOI：
10.1070/sm1991v069n01abeh001237
发表时间：
1991-02
期刊：
Mathematics of The Ussr-sbornik
影响因子：
--
作者：
A. Veretennikov
通讯作者：
A. Veretennikov
影响因子：
4.3
作者：
Bertram, Richard;Rubin, Jonathan E.
通讯作者：
Rubin, Jonathan E.