Averaging principle for stochastic real Ginzburg-Landau equation driven by -stable process
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Publication:2300975
Abstract: In this paper, we study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion equation, the system is driven by -stable process with . Using the classical Khasminskii approach based on time discretization and the techniques of stopping times, we show that the slow component strong converges to the solution of the corresponding averaged equation under some suitable conditions.
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Cited in
(11)- Modulation and amplitude equations on bounded domains for nonlinear SPDEs driven by cylindrical \(\alpha\)-stable Lévy processes
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients
- Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
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