This paper focuses on a class of multi-valued stochastic differential equations(MSDEs)driven by Poisson processes. By applying Itôs formula and the averaging principle, the corresponding averaged system is derived, and a quantitative comparison of their solutions is conducted. The results show that, under certain assumptions, the solution of the original system converges to that of the averaged system in the mean-square sense. This conclusion not only expands the application scope of the averaging principle in stochastic systems but also provides a new theoretical tool for the approximate analysis of multi-scale stochastic dynamical systems.
XU Yan
,
GAO Peixuan
. Averaging principle for two-time-scale MSDEs driven by Poisson processes[J]. Journal of Hebei University(Natural Science Edition), 2025
, 45(4)
: 337
-342
.
DOI: 10.3969/j.issn.1000-1565.2025.04.001
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