Convergence of martingale solutions to the hybrid slow-fast system
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Publication:6503370
arXiv1807.06878MaRDI QIDQ6503370FDOQ6503370
Yuzhen Bai, Xiaoyu Yang, Yong Xu, Bin Pei
Abstract: This paper investigates the convergence of martingale solutions to slow-fast systems with jumps modulated by Markovian switching on weakly irreducible class. The key point here is to deals with slow-fast systems and two-time-scale Markovian switching simultaneously, while averaging on the slow component requires two invariant measures respectively due to the coexistence of the fast component and Markovian switching. We first investigate the slow-fast systems modulated by Markovian chains with single weakly irreducible class, and the existence and uniqueness of the solution will be proved. Then weak convergence is presented based on tightness and the exponential ergodicity of the fast component with the martingale method, where the appropriate perturbed test functions plays a decisive role in processing. Finally we extend results to the case of the multiple irreducible class.
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)
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