Averaging principle for slow-fast stochastic partial differential equations with H\"{o}lder continuous coefficients
Probability
2020-03-10 v2
Abstract
By using the technique of the Zvonkin's transformation and the classical Khasminkii's time discretization method, we prove the averaging principle for slow-fast stochastic partial differential equations with bounded and H\"{o}lder continuous drift coefficients. An example is also provided to explain our result.
Cite
@article{arxiv.1910.03360,
title = {Averaging principle for slow-fast stochastic partial differential equations with H\"{o}lder continuous coefficients},
author = {Xiaobin Sun and Longjie Xie and Yingchao Xie},
journal= {arXiv preprint arXiv:1910.03360},
year = {2020}
}
Comments
21 pages