Strong averaging principle for slow-fast SPDEs with Poisson random measures (Q258308)

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English	Strong averaging principle for slow-fast SPDEs with Poisson random measures	scientific article

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instance of

scholarly article

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title

Strong averaging principle for slow-fast SPDEs with Poisson random measures (English)

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Discrete and Continuous Dynamical Systems. Series B

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publication date

10 March 2016

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zbMATH Keywords

slow-fast stochastic PDEs

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strong averaging principle

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Poisson random measures

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strong convergence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.3934/dcdsb.2015.20.2233

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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

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Stochastic averaging principle for systems with pathwise uniqueness

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Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure

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Stochastic averaging of quasi-partially integrable Hamiltonian systems under combined Gaussian and Poisson white noise excitations

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Strong convergence of principle of averaging for multiscale stochastic dynamical systems

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Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple

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Stochastic partial differential equations driven by Lévy space-time white noise.

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Stochastic Partial Differential Equations with Levy Noise

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Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples

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An averaging principle for stochastic evolution equations. I.

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The existence and asymptotic behaviour of energy solutions to stochastic 2D functional Navier-Stokes equations driven by Lévy processes

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Average and deviation for slow-fast stochastic partial differential equations

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Two-time-scale Jump-Diffusion Models with Markovian Switching Regimes

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Identifiers

zbMATH Open document ID

1335.60118

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DOI

10.3934/dcdsb.2015.20.2233

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:258308