\(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps

DOI10.1016/j.jmaa.2016.07.058zbMath1348.60095OpenAlexW2499697849MaRDI QIDQ323809

Jie Xu

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

zbMATH Keywords

\(L^p\)-strong convergencefast-slow SPDEsstochastic averaging principle with jumps

Mathematics Subject Classification ID

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