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题名On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
作者
发表日期2021-05-01
发表期刊Applied Mathematics Letters
ISSN/eISSN0893-9659
卷号115
摘要

We study L-strong convergence for coupled stochastic differential equations (SDEs) driven by Lévy noise with non-Lipschitz coefficients. Utilizing Khasminkii's time discretization technique, the Kunita's first inequality and Bihari's inequality, we show that the slow solution processes converge strongly in L to the solution of the corresponding averaged equation.

关键词Averaging principle Lévy noise Non-Lipschitz coefficients Slow-fast systems
DOI10.1016/j.aml.2020.106973
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收录类别SCIE
语种英语English
WOS研究方向Mathematics
WOS类目Mathematics, Applied
WOS记录号WOS:000609447700001
Scopus入藏号2-s2.0-85098541937
引用统计
被引频次:10[WOS]   [WOS记录]     [WOS相关记录]
文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/10487
专题个人在本单位外知识产出
通讯作者Xu, Yong
作者单位
1.Department of Applied Mathematics,Northwestern Polytechnical University,Xi'an,710072,China
2.MIIT Key Laboratory of Dynamics and Control of Complex Systems,Northwestern Polytechnical University,Xi'an,710072,China
3.Department of Mathematics,Computational Foundry,Swansea University,Swansea,SA1 8EN,United Kingdom
推荐引用方式
GB/T 7714
Xu, Yong,Yue, Hongge,Wu, Jianglun. On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise[J]. Applied Mathematics Letters, 2021, 115.
APA Xu, Yong, Yue, Hongge, & Wu, Jianglun. (2021). On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise. Applied Mathematics Letters, 115.
MLA Xu, Yong,et al."On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise". Applied Mathematics Letters 115(2021).
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