Analysis of multiscale methods for stochastic dynamical systems driven by \(\alpha\)-stable processes

DOI10.1016/J.AML.2022.108462OpenAlexW4302362469MaRDI QIDQ2106096

Xiao Wang, Yanjie Zhang, Zi-bo Wang, Jin-qiao Duan

Publication date: 8 December 2022

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

Full work available at URL: https://arxiv.org/abs/2004.10580

zbMATH Keywords

error analysisaveraging principle\(\alpha\)-stable processprojective integration

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52)

Related Items (1)

Stochastic dynamics and data science

Cites Work

• Unnamed Item
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• Analysis of multiscale methods for stochastic differential equations

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