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

Probability 2021-05-11 v2

Abstract

In this paper, the strong averaging principle is researched for a class of H\"{o}lder continuous drift slow-fast SPDEs with α\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.

Keywords

Cite

@article{arxiv.2011.11988,
  title  = {Strong averaging principle for a class of slow-fast singular SPDEs driven by $\alpha$-stable process},
  author = {Xiaobin Sun and Huilian Xia and Yingchao Xie and Xingcheng Zhou},
  journal= {arXiv preprint arXiv:2011.11988},
  year   = {2021}
}

Comments

21 pages. To appear in Front. Math. China