Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes

DOI10.1007/s11118-023-10105-5zbMath1545.34085MaRDI QIDQ6564508

Liqiong Wang, Yinghui Shi, Xiaobin Sun, Yingchao Xie

Publication date: 1 July 2024

Published in: Potential Analysis (Search for Journal in Brave)

zbMATH Keywords

Poisson equationLévy processaveraging principleconvergence ordermonotonicity coefficientsmulti-scale SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Asymptotic properties of solutions to ordinary differential equations (34D05) Singular perturbations for ordinary differential equations (34E15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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