Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes

DOI10.1016/j.jde.2023.10.031arXiv2007.08408MaRDI QIDQ6140117

Yanjie Zhang, Qiao Huang, Xiao Wang, Jin-qiao Duan, Zi-bo Wang

Publication date: 19 January 2024

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.08408

zbMATH Keywords

tightnessaveraging principlenonlocal Poisson equationstable Lévy noises

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Heat kernels and analyticity of non-symmetric jump diffusion semigroups
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• Averaging dynamics driven by fractional Brownian motion
• Multiscale couplings in prototype hybrid deterministic/stochastic systems. I: Deterministic closures
• Averaging principle for a class of stochastic reaction-diffusion equations
• Invariant measures and symmetry property of Lévy type operators
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• On the Poisson equation and diffusion approximation. I
• Diffusion approximation for fully coupled stochastic differential equations
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise
• Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
• One-Parameter Semigroups for Linear Evolution Equations
• A mathematical framework for stochastic climate models
• Lévy Processes and Stochastic Calculus
• Stochastic Partial Differential Equations with Levy Noise
• Multiscale Methods
• Analysis of multiscale methods for stochastic differential equations

This page was built for publication: Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes