Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
文献类型：期刊论文
| 作者 | Liu, Wei2; Roeckner, Michael1,3; Sun, Xiaobin2; Xie, Yingchao2 |
| 刊名 | JOURNAL OF DIFFERENTIAL EQUATIONS
 |
| 出版日期 | 2020-03-05 |
| 卷号 | 268期号:6页码:2910-2948 |
| 关键词 | Averaging principle Local Lipschitz Time-dependent Strong convergence Stochastic differential equations |
| ISSN号 | 0022-0396 |
| DOI | 10.1016/j.jde.2019.09.047 |
| 英文摘要 | This 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. |
| 资助项目 | NSFC[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研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000505986500012 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/50469]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Sun, Xiaobin |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China 3.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany |
| 推荐引用方式 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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