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Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations.

Authors :
Xu, Jie
Lian, Qiqi
Liu, Jicheng
Source :
Stochastics: An International Journal of Probability & Stochastic Processes; Jun2023, Vol. 95 Issue 4, p581-614, 34p
Publication Year :
2023

Abstract

We prove a strong convergence rate of the averaging principle for general two-time-scales stochastic evolution equations driven by cylindrical Wiener processes. In particular, our general result can be used to deal with a large class of quasi-linear stochastic partial differential equations, such as stochastic reaction–diffusion equations, stochastic p-Laplace equations, stochastic porous media equations, and so on. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
17442508
Volume :
95
Issue :
4
Database :
Complementary Index
Journal :
Stochastics: An International Journal of Probability & Stochastic Processes
Publication Type :
Academic Journal
Accession number :
163409562
Full Text :
https://doi.org/10.1080/17442508.2022.2093112