Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps
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Cites work
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
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- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
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
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