Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process
Probability
2021-06-08 v1
Abstract
In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by -stable process, where . Using the technique of Poisson equation, the orders of strong and weak convergence are given and for any respectively. The main results extend Wiener noise considered by Br\'{e}hier in [6] and Ge et al. in [17] to -stable process, and the finite dimensional case considered by Sun et al. in [39] to the infinite dimensional case.
Keywords
Cite
@article{arxiv.2106.02854,
title = {Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process},
author = {Xiaobin Sun and Yingchao Xie},
journal= {arXiv preprint arXiv:2106.02854},
year = {2021}
}
Comments
37 pages. arXiv admin note: text overlap with arXiv:2101.09076