Quantitative stability estimates for multiscale stochastic dynamical systems

DOI10.1016/J.SPL.2021.109193MaRDI QIDQ2244608zbMATH OpenOpenAlexFDO

Authors Junyu Guo, Xiaotian Guo, Longjie Xie

Publication date 12 November 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2021.109193

zbMATH Keywords

averaging principleslow-fast systemsstability estimatesZvonkin's transformation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites work

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Cited in

(7)

• Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
• Analytic proof of multivariate stable local large deviations and application to deterministic dynamical systems
• Numerical techniques for multi-scale dynamical systems with stochastic effects
• Fast-slow stochastic dynamical system with singular coefficients
• Stability estimate in the Skorokhod metric for the dynamical seismic exploration problem
• On the stability in the quadratic mean of stochastic dynamical systems
• Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise

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