\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
From MaRDI portal
Publication:323809
DOI10.1016/j.jmaa.2016.07.058zbMath1348.60095OpenAlexW2499697849MaRDI QIDQ323809
Publication date: 10 October 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.07.058
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (11)
Large deviations for Lévy diffusions in the small noise regime ⋮ Weak order in averaging principle for stochastic differential equations with jumps ⋮ Periodic averaging method for impulsive stochastic differential equations with Lévy noise ⋮ Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation ⋮ Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation ⋮ Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion ⋮ Averaging principle for Korteweg-de Vries equation with a random fast oscillation ⋮ Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process ⋮ Averaging principle for multiscale stochastic Klein-Gordon-heat system ⋮ Periodic averaging principle for neutral stochastic delay differential equations with impulses ⋮ Averaging principle for two-time-scale stochastic differential equations with correlated noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Strong and weak orders in averaging for SPDEs
- Average and deviation for slow-fast stochastic partial differential equations
- Weak and strong solutions of general stochastic models
- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes
- Double averaging principle for periodically forced stochastic slow-fast systems
- Long-time behavior of weakly coupled oscillators
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- One-dimensional stochastic Burgers equation driven by Lévy processes
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- Time averaging for nonautonomous/random linear parabolic equations
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Averaging principle for a class of stochastic reaction-diffusion equations
- Semigroups of linear operators and applications to partial differential equations
- Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter
- A law of the iterated logarithm for stochastic processes defined by differential equations with a small parameter
- Strong convergence in the stochastic averaging principle
- Averaging for fundamental solutions of parabolic equations
- Convergence of nonlinear filters for randomly perturbed dynamical systems
- On large deviations in the averaging principle for SDEs with a ``full dependence
- Diffusion approximation for slow motion in fully coupled averaging
- On averaging principle for diffusion processes with null-recurrent fast component.
- Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
- A concise course on stochastic partial differential equations
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Khasminskii-Whitham averaging for randomly perturbed KdV equation
- Ergodicity for functional stochastic differential equations and applications
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Yamada-Watanabe theorem for stochastic evolution equation driven by Poisson random measure
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps
- Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps
- The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
- AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
- ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- Averaging principle and systems of singularly perturbed stochastic differential equations
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
- An averaging principle for stochastic evolution equations. II.
- On Averaging Principles: An Asymptotic Expansion Approach
- Stochastic averaging principle for systems with pathwise uniqueness
- Ergodicity for Infinite Dimensional Systems
- Stochastic Partial Differential Equations with Levy Noise
- Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
- Analysis of multiscale methods for stochastic differential equations
- AVERAGING IN SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS
- An averaging principle for stochastic evolution equations. I.
- Time-averaging under fast periodic forcing of parabolic partial differential equations: Exponential estimates
- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations. An introduction with applications.
This page was built for publication: \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
