Averaging principle for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable process
Probability
2019-10-28 v2
Abstract
In this paper, we study a system of stochastic partial differential equations with slow and fast time-scales, where the slow component is a stochastic real Ginzburg-Landau equation and the fast component is a stochastic reaction-diffusion equation, the system is driven by -stable process with . Using the classical Khasminskii approach based on time discretization and the techniques of stopping times, we show that the slow component strong converges to the solution of the corresponding averaged equation under some suitable conditions.
Keywords
Cite
@article{arxiv.1811.04294,
title = {Averaging principle for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable process},
author = {Xiaobin Sun and Jianliang Zhai},
journal= {arXiv preprint arXiv:1811.04294},
year = {2019}
}
Comments
28 pages, to appear in Commun. Pure Appl. Anal