CSpace
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
Liu, Wei1; Roeckner, Michael2,3; Sun, Xiaobin1; Xie, Yingchao1
2020-03-05
Source PublicationJOURNAL OF DIFFERENTIAL EQUATIONS
ISSN0022-0396
Volume268Issue:6Pages:2910-2948
AbstractThis paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and the coefficients in the slow equation depend on time t and omega. Making use of the techniques of time discretization and truncation, we prove that the slow component strongly converges to the solution of the corresponding averaged equation. (C) 2019 Elsevier Inc. All rights reserved.
KeywordAveraging principle Local Lipschitz Time-dependent Strong convergence Stochastic differential equations
DOI10.1016/j.jde.2019.09.047
Indexed BySCI
Language英语
Funding ProjectNSFC[11571147] ; NSFC[11601196] ; NSFC[11771187] ; NSFC[11822106] ; NSFC[11831014] ; NSFC[11931004] ; Natural Science Foundation of Jiangsu Province[BK20160004] ; NSF of the Higher Education Institutions of Jiangsu Province[16KJB110006] ; QingLan Project ; PAPD Project of Jiangsu Higher Education Institutions ; DFG[CRC 1283]
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000505986500012
PublisherACADEMIC PRESS INC ELSEVIER SCIENCE
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/50470
Collection中国科学院数学与系统科学研究院
Corresponding AuthorSun, Xiaobin
Affiliation1.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China
2.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Liu, Wei,Roeckner, Michael,Sun, Xiaobin,et al. Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients[J]. JOURNAL OF DIFFERENTIAL EQUATIONS,2020,268(6):2910-2948.
APA Liu, Wei,Roeckner, Michael,Sun, Xiaobin,&Xie, Yingchao.(2020).Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients.JOURNAL OF DIFFERENTIAL EQUATIONS,268(6),2910-2948.
MLA Liu, Wei,et al."Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients".JOURNAL OF DIFFERENTIAL EQUATIONS 268.6(2020):2910-2948.
Files in This Item:
There are no files associated with this item.
Related Services
Recommend this item
Bookmark
Usage statistics
Export to Endnote
Google Scholar
Similar articles in Google Scholar
[Liu, Wei]'s Articles
[Roeckner, Michael]'s Articles
[Sun, Xiaobin]'s Articles
Baidu academic
Similar articles in Baidu academic
[Liu, Wei]'s Articles
[Roeckner, Michael]'s Articles
[Sun, Xiaobin]'s Articles
Bing Scholar
Similar articles in Bing Scholar
[Liu, Wei]'s Articles
[Roeckner, Michael]'s Articles
[Sun, Xiaobin]'s Articles
Terms of Use
No data!
Social Bookmark/Share
All comments (0)
No comment.
 

Items in the repository are protected by copyright, with all rights reserved, unless otherwise indicated.