Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations.

Guangjun Shen Jie Xiang Jiang-Lun Wu

Published in: Appl. Math. Lett. (2023)

Keyphrases

multi valued
stochastic differential equations
brownian motion
maximum a posteriori estimation
fractional brownian motion
differential equations
additive gaussian noise
normal form
long range
optimal control
stochastic processes
boolean functions
heavy traffic
stochastic process
vector valued
queueing networks