On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise

doi:10.1016/j.aml.2020.106973

Details of Research Outputs

Status	已发表Published
Title	On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
Creator	Xu, Yong 1,2; Yue, Hongge 1; Wu, Jianglun3
Date Issued	2021-05-01
Source Publication	Applied Mathematics Letters
ISSN	0893-9659
Volume	115
Abstract	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.
Keyword	Averaging principle Lévy noise Non-Lipschitz coefficients Slow-fast systems
DOI	10.1016/j.aml.2020.106973
URL	View source
Indexed By	SCIE
Language	英语English
WOS Research Area	Mathematics
WOS Subject	Mathematics, Applied
WOS ID	WOS:000609447700001
Scopus ID	2-s2.0-85098541937
Citation statistics	Cited Times:10[WOS] [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/10487
Collection	Research outside affiliated institution
Corresponding Author	Xu, Yong
Affiliation	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
Recommended Citation 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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