L^p-strong convergence of the averaging principle for slow-fast SPDEs with jumps
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Cites work
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Cited in
(28)- Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations
- Orders of convergence in the averaging principle for SPDEs: the case of a stochastically forced slow component
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Averaging principle for the higher order nonlinear Schrödinger equation with a random fast oscillation
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
- Periodic averaging principle for neutral stochastic delay differential equations with impulses
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Averaging principles for multiscale stochastic Cahn-Hilliard system
- Strong and weak convergence for the averaging principle of DDSDE with singular drift
- Periodic averaging method for impulsive stochastic differential equations with Lévy noise
- Averaging principle for Korteweg-de Vries equation with a random fast oscillation
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Averaging principle for multiscale stochastic Klein-Gordon-heat system
- Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations
- Averaging principle for impulsive stochastic partial differential equations
- Large deviations for Lévy diffusions in the small noise regime
- Averaging principle for two-time-scale stochastic differential equations with correlated noise
- \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Convergence of martingale solutions to the hybrid slow-fast system
- Weak order in averaging principle for stochastic differential equations with jumps
- Strong averaging principle for slow-fast SPDEs with Poisson random measures
- 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
- On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
- Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs
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