By using the idea of nearly decomposability and aggregation, functional Itô formula and the averaging principle, this article considers the averaging principle for the stochastic functional Liénard equations with random switching was considered. Because the Markov chain is in a large state space and involves functional diffusions, the original system was dealt with. Under suitable conditions, it shows that the original system converges to a limit process, which is more convenient for calculation and analysis. The properties of the original system are obtained by studying the limiting process.
XU Yan
,
LI Caiyue
. Averaging principle for stochastic function Liénard equations with random switching[J]. Journal of Hebei University(Natural Science Edition), 2023
, 43(1)
: 9
-15
.
DOI: 10.3969/j.issn.1000-1565.2023.01.002
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