Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
From MaRDI portal
Publication:2683720
DOI10.1016/j.jde.2022.12.026OpenAlexW4313830237MaRDI QIDQ2683720
Publication date: 14 February 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.02854
Poisson equationorders of convergenceaveraging principlestochastic partial differential equation\(\alpha\)-stable processmulti-scale
Cites Work
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Strong and weak orders in averaging for SPDEs
- Average and deviation for slow-fast stochastic partial differential equations
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Exponential ergodicity and regularity for equations with Lévy noise
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Averaging dynamics driven by fractional Brownian motion
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- On Poisson equation and diffusion approximation. II.
- Weak order in averaging principle for stochastic wave equation with a fast oscillation
- Averaging principle for one dimensional stochastic Burgers equation
- Weak order in averaging principle for stochastic differential equations with jumps
- On the Poisson equation and diffusion approximation. I
- Diffusion approximation for slow motion in fully coupled averaging
- Exponential ergodicity and strong ergodicity for SDEs driven by symmetric \(\alpha \)-stable processes
- Diffusion approximation for multi-scale stochastic reaction-diffusion equations
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Diffusion approximation for fully coupled stochastic differential equations
- Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
- Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
- Averaging principle for stochastic Korteweg-de Vries equation
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Multi-timescale systems and fast-slow analysis
- Analysis of an HMM Time-Discretization Scheme for a System of Stochastic PDEs
- Random Perturbations of Dynamical Systems
- ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- On Averaging Principles: An Asymptotic Expansion Approach
- Stochastic averaging principle for systems with pathwise uniqueness
- Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
- Multiscale Methods
- Unnamed Item
- Unnamed Item
This page was built for publication: Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
