On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise

DOI10.1016/j.aml.2020.106973zbMath1477.60093OpenAlexW3113878336MaRDI QIDQ1996365

Hongge Yue, Yong Xu, Jiang-Lun Wu

Publication date: 4 March 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106973

zbMATH Keywords

averaging principleslow-fast systemsLévy noisenon-Lipschitz coefficients

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Multiple scale methods for ordinary differential equations (34E13)

Related Items (5)

Higher-order approximations in the averaging principle of multiscale systems ⋮ On the averaging principle of Caputo type neutral fractional stochastic differential equations ⋮ Blowup of parabolic equations with additive noise ⋮ Convergence of martingale solutions to the hybrid slow-fast system ⋮ Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise

Cites Work

• Unnamed Item
• An averaging principle for stochastic dynamical systems with Lévy noise
• \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Averaging principle for a class of stochastic reaction-diffusion equations
• Averaging principle for one dimensional stochastic Burgers equation
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
• Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
• Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• Ergodicity for Infinite Dimensional Systems

This page was built for publication: On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise