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

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. As applications, an example is also provided...

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Veröffentlicht in:arXiv.org 2021-05
Hauptverfasser: Sun, Xiaobin, Xia, Huilian, Xie, Yingchao, Zhou, Xingcheng
Format: Artikel
Sprache:eng
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Zusammenfassung: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. As applications, an example is also provided to explain our result.
ISSN:2331-8422