Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
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Publication:502898
DOI10.3150/14-BEJ677zbMath1360.60118arXiv1609.09287OpenAlexW3103223193MaRDI QIDQ502898
Jianhai Bao, George Yin, Chenggui Yuan
Publication date: 11 January 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.09287
stochastic partial differential equationsinvariant measureaveraging principlecontinuous-time Markov chain\(\alpha\)-stable processes
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) Continuous-time Markov processes on discrete state spaces (60J27)
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