An averaging principle for fractional stochastic differential equations with Lévy noise

DOI10.1063/5.0010551zbMath1445.35313arXiv2004.08430OpenAlexW3048710712WikidataQ98886389 ScholiaQ98886389MaRDI QIDQ5129877

Wei Xu, Wenjing Xu, Jin-qiao Duan

Publication date: 2 November 2020

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.08430

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fractional partial differential equations (35R11)

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Uses Software

• GitHub

Cites Work

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