On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise

Yong Xu, Hongge Yue, Jiang Lun Wu

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9 引用 (Scopus)

摘要

We study Lp-strong convergence for coupled stochastic differential equations (SDEs) driven by Lévy 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.

源语言英语
文章编号106973
期刊Applied Mathematics Letters
115
DOI
出版状态已出版 - 5月 2021

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