No Cover Image

Journal article 937 views 165 downloads

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

Yong Xu, Hongge Yue, Jiang-lun Wu Orcid Logo

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

Swansea University Author: Jiang-lun Wu Orcid Logo

  • 55932.pdf

    PDF | Accepted Manuscript

    ©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)

    Download (312.07KB)

Check full text

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...

Full description

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
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2020-12-27T12:16:17Z
last_indexed 2022-01-30T04:19:22Z
id cronfa55932
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2022-01-29T10:20:03.5616084</datestamp><bib-version>v2</bib-version><id>55932</id><entry>2020-12-27</entry><title>On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with L&#xE9;vy noise</title><swanseaauthors><author><sid>dbd67e30d59b0f32592b15b5705af885</sid><ORCID>0000-0003-4568-7013</ORCID><firstname>Jiang-lun</firstname><surname>Wu</surname><name>Jiang-lun Wu</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2020-12-27</date><deptcode>SMA</deptcode><abstract>We study L^p-strong convergence for coupled stochastic differential equations (SDEs) driven by L&#xE9;vy noise with non-Lipschitz coefficients. Utilizing Khasminkii&#x2019;s time discretization technique, the Kunita&#x2019;s first inequality and Bihari&#x2019;s inequality, we show that the slow solution processes converge strongly in L^p to the solution of the corresponding averaged equation.</abstract><type>Journal Article</type><journal>Applied Mathematics Letters</journal><volume>115</volume><journalNumber/><paginationStart>106973</paginationStart><paginationEnd/><publisher>Elsevier BV</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>0893-9659</issnPrint><issnElectronic/><keywords>Slow-fast systems; Averaging principle; non-Lipschitz coefficients; Levy noise.</keywords><publishedDay>1</publishedDay><publishedMonth>5</publishedMonth><publishedYear>2021</publishedYear><publishedDate>2021-05-01</publishedDate><doi>10.1016/j.aml.2020.106973</doi><url>http://dx.doi.org/10.1016/j.aml.2020.106973</url><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2022-01-29T10:20:03.5616084</lastEdited><Created>2020-12-27T12:06:01.4283215</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Yong</firstname><surname>Xu</surname><order>1</order></author><author><firstname>Hongge</firstname><surname>Yue</surname><order>2</order></author><author><firstname>Jiang-lun</firstname><surname>Wu</surname><orcid>0000-0003-4568-7013</orcid><order>3</order></author></authors><documents><document><filename>55932__19119__9bcb539af69f41d5b025c1fd2f20ff8c.pdf</filename><originalFilename>55932.pdf</originalFilename><uploaded>2021-01-18T14:44:30.7223952</uploaded><type>Output</type><contentLength>319561</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2021-12-30T00:00:00.0000000</embargoDate><documentNotes>&#xA9;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)</documentNotes><copyrightCorrect>true</copyrightCorrect><language>eng</language><licence>https://creativecommons.org/licenses/by-nc-nd/4.0/</licence></document></documents><OutputDurs/></rfc1807>
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 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2020-12-27 SMA 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 Mathematics COLLEGE CODE SMA 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 0000-0003-4568-7013 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
active_str 0
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 2021-05-01T04:10:30Z
_version_ 1763753727744802816
score 11.031947

Similar Items