Strong convergence in the p th-mean of an averaging principle for two-time-scales SPDEs with jumps

Advances in Difference Equations

Fangyi Wan¹  Qing Guo²  Peirong Guo³ 

[1] Department of Applied Mathematics, Northwestern Polytechnical University, Xi’School of Aeronautics, Northwestern Polytechnical University, Xi’an, China

关键词: strong convergence in pth-mean;    two-time-scales;    SPDEs;    jumps;    averaging principle;   

DOI  :  10.1186/s13662-017-1333-9

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

The main goal of this work is to study an averaging principle for two-time-scales stochastic partial differential equations with jumps. The solutions of reduced equations with modified coefficients are derived to approximate the slow component of the original equation under suitable conditions. It is shown that the slow component can strongly converge to the solution of the corresponding reduced equation in the pth-mean. Our key and novel idea is how to cope with the changes caused by jumps and higher order moments.

【 授权许可】

CC BY