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相关论文: Strong and weak convergence in the averaging princ…

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In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized $L^p$ spaces. Using Zvonkin's transformation and estimates for solutions to Kolmogorov equations, we prove…

概率论 · 数学 2022-10-27 Mengyu Cheng , Zimo Hao , Michael Röckner

In this paper, the strong averaging principle is researched for a class of H\"{o}lder continuous drift slow-fast SPDEs with $\alpha$-stable process by the Zvonkin's transformation and the classical Khasminkii's time discretization method.…

概率论 · 数学 2021-05-11 Xiaobin Sun , Huilian Xia , Yingchao Xie , Xingcheng Zhou

In this paper, we consider the averaging principle for a class of McKean-Vlasov stochastic differential equations with slow and fast time-scales. Under some proper assumptions on the coefficients, we first prove that the slow component…

概率论 · 数学 2019-10-01 Michael Röckner , Xiaobin Sun , Yingchao Xie

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…

概率论 · 数学 2020-03-10 Xiaobin Sun , Longjie Xie , Yingchao Xie

This article is devoted to the analysis of semilinear, parabolic, Stochastic Partial Differential Equations, with slow and fast time scales. Asymptotically, an averaging principle holds: the slow component converges to the solution of…

概率论 · 数学 2018-10-16 Charles-Edouard Bréhier

The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…

概率论 · 数学 2024-12-16 Xiaobin Sun , Jian Wang , Yingchao Xie

In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by $\alpha$-stable process, where $\alpha\in(1,2)$. Using the technique of Poisson equation, the orders of strong…

概率论 · 数学 2021-06-08 Xiaobin Sun , Yingchao Xie

This paper considers a class of nonautonomous slow-fast stochastic partial differential equations driven by $\alpha$-stable processes for $\alpha\in (1,2)$. By introducing the evolution system of measures, we establish an averaging…

概率论 · 数学 2025-07-11 Yueling Li , Xiaobin Sun , Zijuan Wang , Yingchao Xie

In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…

概率论 · 数学 2022-01-21 Wei Hong , Shihu Li , Wei Liu

This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally…

概率论 · 数学 2019-09-11 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie

In this paper, we study the averaging principle for a class of stochastic differential equations driven by $\alpha$-stable processes with slow and fast time-scales, where $\alpha\in(1,2)$. We prove that the strong and weak convergence order…

概率论 · 数学 2021-05-11 Xiaobin Sun , Longjie Xie , Yingchao Xie

In this paper, we study averaging principles for a class of time-inhomogeneous stochastic differential equations (SDEs) with slow and fast time-scales, where the drift term in the fast component is time-dependent and only partially…

概率论 · 数学 2025-06-24 Xiaobin Sun , Jian Wang , Yingchao Xie

We first establish strong convergence rates for multiscale systems driven by $\alpha$-stable processes, with analyses constructed in two distinct scaling regimes. When addressing weak convergence rates of this system, we derive four…

概率论 · 数学 2026-03-03 Kun Yin

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time…

数值分析 · 数学 2012-02-14 Charles-Edouard Bréhier

This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular…

概率论 · 数学 2018-02-06 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

概率论 · 数学 2025-09-03 Mengyu Cheng , Xiaobin Sun , Yingchao Xie

We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…

概率论 · 数学 2018-12-11 Kenneth Uda

In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate…

概率论 · 数学 2017-12-22 Hongbo Fu , Li Wan , Jicheng Liu , Xianming Liu

We study the asymptotic behavior of stochastic hyperbolic parabolic equations with slow and fast time scales. Both the strong and weak convergence in the averaging principe are established, which can be viewed as a functional law of large…

概率论 · 数学 2020-11-12 Michael Röckner , Longjie Xie , Li Yang

This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…

概率论 · 数学 2020-08-19 Wei Liu , Michael Röckner , Xiaobin Sun , Yingchao Xie
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