On <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e22" altimg="si3.svg"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msup></mml:math>-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
نویسندگان
چکیده
We study Lp-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 slow solution processes converge strongly in Lp to of corresponding averaged equation.
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2021
ISSN: ['1873-5452', '0893-9659']
DOI: https://doi.org/10.1016/j.aml.2020.106973