Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
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Publication:2238979
DOI10.1007/s00245-021-09787-3zbMath1476.60105OpenAlexW3169625569MaRDI QIDQ2238979
Juanfang Liu, Jie Xu, Jicheng Liu, Yu Miao
Publication date: 2 November 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-021-09787-3
existence and uniquenessnon-Lipschitz coefficientsstochastic averaging principlefast-slow SDEs with jumps\(L^2\)-strong convergence
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Averaging of perturbations for nonlinear problems in mechanics (70K65)
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