Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes

The purpose of this article is to investigate an averaging principle for multi-valued stochastic differential equations (MSDEs) driven by Poisson point processes. The solutions to MSDEs driven by Poisson point processes can be approximated by solutions to averaged MSDEs in the sense of both convergence in mean square and convergence in probability. Finally, an example is presented to illustrate the averaging principle.