Averaging principle for equation driven by a stochastic measure

DOI10.1080/17442508.2018.1559320zbMATH Open1498.35642arXiv1812.05076OpenAlexW3101003349MaRDI QIDQ5087032FDOQ5087032

Authors: V. Radchenko 

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Abstract: Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for this case, the rate of convergence to the solution of the averaged equation is estimated.

Full work available at URL: https://arxiv.org/abs/1812.05076

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zbMATH Keywords

averaging principlestochastic measureDoss-Sussmann transformationstochastic ordinary differential equationssymmetric integral

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10)

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Cited In (11)

• Averaging principle for the heat equation driven by a general stochastic measure
• Asymptotic properties of the parabolic equation driven by stochastic measure
• Averaging principle for the one-dimensional parabolic equation driven by stochastic measure
• Averaging principle for a stochastic cable equation
• Averaging principle for the wave equation driven by a stochastic measure
• The equation for vibrations of a fixed string driven by a general stochastic measure
• Transport equation driven by a stochastic measure
• The Burgers equation driven by a stochastic measure
• Averaging principle for fractional heat equations driven by stochastic measures
• Approximation of the solution to the parabolic equation driven by stochastic measure
• Approximation of solution of the cable equation driven by a stochastic measure

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