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相关论文: Strong averaging principle for a class of slow-fas…

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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

Using Zvonkin's transform and the Poisson equation in $R^d$ with a parameter, we prove the averaging principle for stochastic differential equations with time-dependent H\"older continuous coefficients. Sharp convergence rates with order…

概率论 · 数学 2019-07-23 Michael Röckner , Xiaobin Sun , Longjie Xie

In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical $\alpha$-stable process, where $\alpha\in(1,2)$. Then by the method of the Khasminskii's time…

概率论 · 数学 2021-06-11 Mengyuan Kong , Yinghui Shi , Xiaobin Sun

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

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, 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

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

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

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

In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder…

动力系统 · 数学 2024-09-20 Mengyu Cheng , Zimo Hao , Xicheng Zhang

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…

概率论 · 数学 2019-10-28 Xiaobin Sun , Jianliang Zhai

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 establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric $\alpha$-stable process under H\"older regularity conditions for the drift term. We partially recover the…

概率论 · 数学 2025-07-11 Giacomo Lucertini , Stéphane Menozzi , Stefano Pagliarani

The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random…

概率论 · 数学 2025-04-07 Yuzuru Inahama

In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather general random rough path and Brownian rough path,…

概率论 · 数学 2025-04-28 Yuzuru Inahama

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

In this work, we study a class of non-autonomous two-time-scale stochastic reaction-diffusion equations driven by Poisson random measures, in which the coefficients satisfy the polynomial growth condition and local Lipschitz condition.…

概率论 · 数学 2020-09-15 Ruifang Wang , Yong Xu

We establish strong uniqueness for a class of degenerate SDEs of weak H{\"o}rmander type under suitable H{\"o}lder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit…

概率论 · 数学 2020-09-30 Paul-Eric Chaudru de Raynal , Igor Honoré , Stephane Menozzi
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