Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles
By Bin Pei, Yong Xu, Jiang-Lun Wu. 2017
58 citations recorded by the source corpus.
Abstract In this article, we are concerned with averaging principle for stochastic hyperbolic–parabolic equations driven by Poisson random measures with slow and fast time-scales. We first establish the existence and uniqueness of weak solutions of the stochastic hyperbolic–parabolic equations. Then, under suitable conditions, we prove that there is a limit process in which the fast varying process is averaged out and the limit process which takes the form of the stochastic wave equation is an average with respect to the stationary measure of the fast varying process. Finally, we derive the rate of strong convergence for the slow component towards the solution of the averaged equation.
Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance
View Paper: https://www.semanticscholar.org/paper/a2751d6c6a9b7070abb4aad4a974b57bd94a05db
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In Computational Theory and Mathematics
In Control and Systems Engineering
In Finance
Citations in the corpus
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (2021, background): “For more results on this subject, we refer to [1, 2, 12, 18, 19, 21, 22, 40, 44, 46, 47, 49] and the references therein.”