Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
From MaRDI portal
Publication:1630005
DOI10.1186/S13662-017-1333-9zbMATH Open1422.60113OpenAlexW2752871336WikidataQ59524109 ScholiaQ59524109MaRDI QIDQ1630005FDOQ1630005
Authors: Qing Guo, Peirong Guo, Fangyi Wan 
Publication date: 7 December 2018
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-017-1333-9
Recommendations
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Stochastic Equations in Infinite Dimensions
- Semigroups of linear operators and applications to partial differential equations
- Lévy Processes and Stochastic Calculus
- Averaging principle for a class of stochastic reaction-diffusion equations
- An averaging principle for stochastic differential delay equations with fractional Brownian motion
- A Khasminskii type averaging principle for stochastic reaction-diffusion equations
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Title not available (Why is that?)
- Average and deviation for slow-fast stochastic partial differential equations
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Stochastic averaging principle for systems with pathwise uniqueness
- Mixed-mode oscillations in a three time-scale model for the dopaminergic neuron
- Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
- Effective dynamics of stochastic partial differential equations
- Stochastic Partial Differential Equations with Levy Noise
- Title not available (Why is that?)
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- An introduction to stochastic dynamics
- Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
- Parabolic SPDEs driven by Poisson white noise
- Exit problems for jump processes with applications to dividend problems
- Averaging principle and systems of singularly perturbed stochastic differential equations
- Strong convergence rate in averaging principle for stochastic FitzHugh-Nagumo system with two time-scales
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
- The joint distributions of some actuarial diagnostics for the jump-diffusion risk process
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- The first passage time problem for mixed-exponential jump processes with applications in insurance and finance
- Exit problems for jump processes having double-sided jumps with rational Laplace transforms
- The ruin problem in a renewal risk model with two-sided jumps
- Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- Lévy noise-induced stochastic resonance in a bistable system
Cited In (15)
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- Existence of positive solutions for nonlocal problems with indefinite nonlinearity
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- New multiplicity of positive solutions for some class of nonlocal problems
- High perturbations of a new Kirchhoff problem involving the \(p\)-Laplace operator
- Averaging principle for impulsive stochastic partial differential equations
- An averaging principle for two-scale stochastic partial differential equations
- Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Convergence of martingale solutions to the hybrid slow-fast system
- Weak order in averaging principle for stochastic differential equations with jumps
This page was built for publication: Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1630005)
