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

DOI10.1080/17442508.2020.1784897MaRDI QIDQ5086701zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

\(L^2\)-strong convergenceexistence and uniquenessfast-slow SDEs with jumpsnon-Lipschitz coefficientsstochastic averaging principle

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

(5)

• 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
• Stochastic averaging principle for two-time-scale SDEs with distribution-dependent coefficients driven by fractional Brownian motion
• Effective dynamics for a class of stochastic parabolic equation driven by Lévy noise with a fast oscillation
• Effective dynamics for a class of stochastic parabolic equations with a fast oscillation driven by fractional Brownian motion and Poisson jumps

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