Fast-slow stochastic dynamical system with singular coefficients

DOI10.1007/S11425-020-1971-1MaRDI QIDQ6158014zbMATH OpenOpenAlexFDO

Authors Longjie Xie

Publication date 12 May 2023

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-020-1971-1

zbMATH Keywords

central limit theoremaveraging principle\(\alpha\)-stable processZvonkin's transformationmulti-scale dynamical system

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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Cited in

(3)

• Strong averaging principle for a class of slow-fast singular SPDEs driven by \(\alpha\)-stable process
• ON STOCHASTIC PERTURBATIONS OF DYNAMICAL SYSTEMS WITH FAST AND SLOW COMPONENTS
• Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations

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