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

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  • Mahmoud Abouagwa
  • Anas D. Khalaf
  • Nadia Gul
  • Sultan Alyobi
  • Al-Sharef Mohamed
  • Qingdu Li

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 & Qingdu Li, 2022. "Multivalued Impulsive SDEs Driven by G-Brownian Noise: Periodic Averaging Result," Complexity, Hindawi, vol. 2022, pages 1-16, December.
    • Handle: RePEc:hin:complx:5619693
    DOI: 10.1155/2022/5619693
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