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

Yong Xu; Hongge Yue; Jiang Lun Wu

doi:10.1016/j.aml.2020.106973

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

Yong Xu
, Hongge Yue
, Jiang Lun Wu

数学与统计学院

Northwestern Polytechnical University Xian
Swansea University

科研成果: 期刊稿件 › 文章 › 同行评审

10 引用（Scopus）

摘要

We study L^p-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 L^p to the solution of the corresponding averaged equation.

源语言	英语
文章编号	106973
期刊	Applied Mathematics Letters
卷	115
DOI	https://doi.org/10.1016/j.aml.2020.106973
出版状态	已出版 - 5月 2021

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10.1016/j.aml.2020.106973

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引用此

@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",

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T1 - On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise

AU - Xu, Yong

AU - Yue, Hongge

AU - Wu, Jiang Lun

PY - 2021/5

Y1 - 2021/5

N2 - 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.

AB - 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.

KW - Averaging principle

KW - Lévy noise

KW - Non-Lipschitz coefficients

KW - Slow-fast systems

UR - https://www.scopus.com/pages/publications/85098541937

U2 - 10.1016/j.aml.2020.106973

DO - 10.1016/j.aml.2020.106973

M3 - 文章

AN - SCOPUS:85098541937

SN - 0893-9659

VL - 115

JO - Applied Mathematics Letters

JF - Applied Mathematics Letters

M1 - 106973

ER -

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

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