On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
type: Item
instance of: scholarly article
title: On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
zbMATH Open document ID: 1477.60093
author: Yong Xu
author: Hongge Yue
author: Jiang-Lun Wu
published in: Applied Mathematics Letters
publication date: 2021-03-04T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34C29
Mathematics Subject Classification ID: 34E13
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7317525
zbMATH Keywords: slow-fast systems
zbMATH Keywords: averaging principle
zbMATH Keywords: non-Lipschitz coefficients
zbMATH Keywords: Lévy noise
MaRDI profile type: Publication
full work available at URL: j.aml.2020.106973
OpenAlex ID: W3113878336
cites work: Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
cites work: Q4765818
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cites work: Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
cites work: Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
cites work: Ergodicity for Infinite Dimensional Systems
cites work: Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
cites work: \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
DOI: 10.1016/J.AML.2020.106973
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description: scientific article; zbMATH DE number 7317525