An averaging principle for stochastic dynamical systems with Lévy noise

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Approximation properties for solutions to non‐Lipschitz stochastic differential equations with Lévy noise (2015, methodology): “In fact, the authors have established an approximation theorem as an averaging principle for SDEs with Lévy noise under Lipschitz condition and linear growth condition on the coefficients [19].”
Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales (2015, background): “Further progress on averaging for stochastic dynamic systems with non-Gaussian noise is made in [26, 27].”
Averaging principle for fast-slow system driven by mixed fractional Brownian rough path (2020, unknown): “[6, 7, 30, 31, 32, 33, 19] and the references therein.”
Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles (2017, background): “There is an extensive literature on averaging principles for stochastic differential equations, see for example, Freidlin and Wentzell [14], Khasminskii [21], Duan [12], Thompson [26], Xu and his co-workers [28, 29, 30, 31, 32].”