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Strong averaging principle for a class of slow-fast singular SPDEs driven by $\alpha$-stable process

Authors :
Sun, Xiaobin
Xia, Huilian
Xie, Yingchao
Zhou, Xingcheng
Publication Year :
2020

Abstract

In this paper, the strong averaging principle is researched for a class of H\"{o}lder continuous drift slow-fast SPDEs with $\alpha$-stable process by the Zvonkin's transformation and the classical Khasminkii's time discretization method. As applications, an example is also provided to explain our result.<br />Comment: 21 pages. To appear in Front. Math. China

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2011.11988
Document Type :
Working Paper