Strong averaging principle for slow-fast SPDEs with Poisson random measures
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Publication:258308
DOI10.3934/DCDSB.2015.20.2233zbMATH Open1335.60118OpenAlexW2556492503MaRDI QIDQ258308FDOQ258308
Authors: Jie Xu, Yu Miao, Jicheng Liu 
Publication date: 10 March 2016
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2015.20.2233
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Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Strong limit theorems (60F15) Random measures (60G57) Averaging of perturbations for nonlinear problems in mechanics (70K65) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
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Cited In (28)
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
- Averaging principle for two-time-scale stochastic differential equations with correlated noise
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging principle for slow-fast stochastic Burgers equation driven by \(\alpha \)-stable process
- Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Averaging principle for non‐Lipschitz fractional stochastic evolution equations with random delays modulated by two‐time‐scale Markov switching processes
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
- Strong and weak orders in averaging for SPDEs
- Approximate analytical solution in slow-fast system based on modified multi-scale method
- Large deviations for Lévy diffusions in the small noise regime
- Averaging principle for stochastic Kuramoto-Sivashinsky equation with a fast oscillation
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- Strong convergence of multi-scale stochastic differential equations with a full dependence
- Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process
- An averaging principle for stochastic evolution equations with jumps and random time delays
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Averaging principle for Korteweg-de Vries equation with a random fast oscillation
- Averaging principle for stochastic 3D generalized Navier-Stokes equations
- Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
- Averaging principles for multiscale stochastic Cahn-Hilliard system
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