Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes

DOI10.1016/J.AML.2022.108462OpenAlexW4302362469MaRDI QIDQ2106096FDOQ2106096

Authors: Yanjie Zhang, Xiao Wang, Zi-bo Wang, Jinqiao Duan 

Publication date: 8 December 2022

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.10580

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zbMATH Keywords

error analysisaveraging principle\(\alpha\)-stable processprojective integration

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Cites Work

• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• Title not available (Why is that?)
• Analysis of multiscale methods for stochastic differential equations
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process

Cited In (3)

• Analysis of multiscale methods for stochastic dynamical systems driven by $\alpha$-stable processes
• Stochastic dynamics and data science
• Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise

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