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

DOI10.1016/J.AML.2022.108462MaRDI QIDQ2106096zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 2220058 (Why is no real title available?)
• Analysis of multiscale methods for stochastic differential equations
• Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles

Cited in

(3)

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

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