发表状态 | 已发表Published |
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
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ISSN/eISSN | 0893-9659 |
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 |
DOI | 10.1016/j.aml.2020.106973 |
URL | 查看来源 |
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 | |
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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