Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients

DOI10.1080/17442508.2020.1784897zbMATH Open1496.60067OpenAlexW3041673357MaRDI QIDQ5086701FDOQ5086701

Authors: Jie Xu, Jicheng Liu 

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1784897

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zbMATH Keywords

existence and uniquenessnon-Lipschitz coefficientsstochastic averaging principlefast-slow SDEs with jumps\(L^2\)-strong convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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 (2)

• Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
• Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles

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