Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles

Bin Pei, Yong Xu, Jiang Lun Wu

科研成果: 期刊稿件文章同行评审

44 引用 (Scopus)

摘要

In this article, we are concerned with averaging principle for stochastic hyperbolic–parabolic equations driven by Poisson random measures with slow and fast time-scales. We first establish the existence and uniqueness of weak solutions of the stochastic hyperbolic–parabolic equations. Then, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the stochastic wave equation is an average with respect to the stationary measure of the fast varying process. Finally, we derive the rate of strong convergence for the slow component towards the solution of the averaged equation.

源语言英语
页(从-至)243-268
页数26
期刊Journal of Mathematical Analysis and Applications
447
1
DOI
出版状态已出版 - 1 3月 2017

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