English

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 α\alpha-stable process, where α(1,2)\alpha\in(1,2). Using the technique of Poisson equation, the orders of strong and weak convergence are given 11/α1-1/\alpha and 1r1-r for any r(0,1)r\in (0,1) respectively. The main results extend Wiener noise considered by Br\'{e}hier in [6] and Ge et al. in [17] to α\alpha-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