Strong convergence in the pth-mean of an averaging principle for two-time-scales SPDEs with jumps

Qing Guo, Peirong Guo, Fangyi Wan

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3 引用 (Scopus)

摘要

The main goal of this work is to study an averaging principle for two-time-scales stochastic partial differential equations with jumps. The solutions of reduced equations with modified coefficients are derived to approximate the slow component of the original equation under suitable conditions. It is shown that the slow component can strongly converge to the solution of the corresponding reduced equation in the pth-mean. Our key and novel idea is how to cope with the changes caused by jumps and higher order moments.

源语言英语
文章编号275
期刊Advances in Difference Equations
2017
1
DOI
出版状态已出版 - 1 12月 2017

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