Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
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Publication:2073216
DOI10.3150/21-BEJ1345zbMath1494.60068arXiv2004.02595OpenAlexW3213256101WikidataQ115223029 ScholiaQ115223029MaRDI QIDQ2073216
Yingchao Xie, Longjie Xie, Xiaobin Sun
Publication date: 1 February 2022
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2004.02595
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)
Related Items (8)
Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process ⋮ Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes ⋮ Fast-slow stochastic dynamical system with singular coefficients ⋮ Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process ⋮ Strong convergence rate for slow-fast stochastic differential equations with Markovian switching ⋮ Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation ⋮ Analysis of multiscale methods for stochastic dynamical systems driven by \(\alpha\)-stable processes
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