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On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise

Yong Xu, Hongge Yue, Jiang-lun Wu

Applied Mathematics Letters, Volume: 115, Start page: 106973

Swansea University Author: Jiang-lun Wu

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DOI (Published version): 10.1016/j.aml.2020.106973

Abstract

We study L^p-strong convergence for coupled stochastic differential equations (SDEs) driven by Lévy noise with non-Lipschitz coefficients. Utilizing Khasminkii’s time discretization technique, the Kunita’s first inequality and Bihari’s inequality, we show that the slow solution processes converge st...

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Published in: Applied Mathematics Letters
ISSN: 0893-9659
Published: Elsevier BV 2021
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa55932
first_indexed 2020-12-27T12:16:17Z
last_indexed 2022-01-30T04:19:22Z
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spelling 2022-01-29T10:20:03.5616084 v2 55932 2020-12-27 On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise dbd67e30d59b0f32592b15b5705af885 Jiang-lun Wu Jiang-lun Wu true false 2020-12-27 We study L^p-strong convergence for coupled stochastic differential equations (SDEs) driven by Lévy noise with non-Lipschitz coefficients. Utilizing Khasminkii’s time discretization technique, the Kunita’s first inequality and Bihari’s inequality, we show that the slow solution processes converge strongly in L^p to the solution of the corresponding averaged equation. Journal Article Applied Mathematics Letters 115 106973 Elsevier BV 0893-9659 Slow-fast systems; Averaging principle; non-Lipschitz coefficients; Levy noise. 1 5 2021 2021-05-01 10.1016/j.aml.2020.106973 http://dx.doi.org/10.1016/j.aml.2020.106973 COLLEGE NANME COLLEGE CODE Swansea University 2022-01-29T10:20:03.5616084 2020-12-27T12:06:01.4283215 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Yong Xu 1 Hongge Yue 2 Jiang-lun Wu 3 55932__19119__9bcb539af69f41d5b025c1fd2f20ff8c.pdf 55932.pdf 2021-01-18T14:44:30.7223952 Output 319561 application/pdf Accepted Manuscript true 2021-12-30T00:00:00.0000000 ©2020 All rights reserved. All article content, except where otherwise noted, is licensed under a Creative Commons Attribution Non-Commercial No Derivatives License (CC-BY-NC-ND) true eng https://creativecommons.org/licenses/by-nc-nd/4.0/
title On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
spellingShingle On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
Jiang-lun Wu
title_short On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
title_full On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
title_fullStr On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
title_full_unstemmed On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
title_sort On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Yong Xu
Hongge Yue
Jiang-lun Wu
format Journal article
container_title Applied Mathematics Letters
container_volume 115
container_start_page 106973
publishDate 2021
institution Swansea University
issn 0893-9659
doi_str_mv 10.1016/j.aml.2020.106973
publisher Elsevier BV
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://dx.doi.org/10.1016/j.aml.2020.106973
document_store_str 1
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description We study L^p-strong convergence for coupled stochastic differential equations (SDEs) driven by Lévy noise with non-Lipschitz coefficients. Utilizing Khasminkii’s time discretization technique, the Kunita’s first inequality and Bihari’s inequality, we show that the slow solution processes converge strongly in L^p to the solution of the corresponding averaged equation.
published_date 2021-05-01T04:48:38Z
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score 11.089884

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