@article{d85050761f1c47df81e0ca725aa577ca,
title = "On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with L{\'e}vy noise",
abstract = "We study Lp-strong convergence for coupled stochastic differential equations (SDEs) driven by L{\'e}vy noise with non-Lipschitz coefficients. Utilizing Khasminkii's time discretization technique, the Kunita's first inequality and Bihari's inequality, we show that the slow solution processes converge strongly in Lp to the solution of the corresponding averaged equation.",
keywords = "Averaging principle, L{\'e}vy noise, Non-Lipschitz coefficients, Slow-fast systems",
author = "Yong Xu and Hongge Yue and Wu, {Jiang Lun}",
note = "Publisher Copyright: {\textcopyright} 2020 Elsevier Ltd",
year = "2021",
month = may,
doi = "10.1016/j.aml.2020.106973",
language = "英语",
volume = "115",
journal = "Applied Mathematics Letters",
issn = "0893-9659",
publisher = "Elsevier Ltd",
}