Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-02-01 DOI:10.3150/21-bej1345

Xiaobin Sun, Longjie Xie, Yingchao Xie

引用次数: 20

Abstract

Multiscale models involving “slow” and “fast” components appear naturally in various fields, such as nonlinear oscillations, chemical kinetics, biology, climate dynamics, etc, see, e.g., [3,12,22,33] and the references therein. The averaging principle of multiscale models describes the asymptotic behavior of the slow components as the scale parameter → 0. In [23], Khasminskii considered a class of multiscale stochastic differential equations (SDEs for short) driven by Wiener noise, i.e.,  dX t = A(X t , Y t )dt+ dWt, X 0 = x ∈ R, dY t = 1 B(X t , Y t )dt+ 1 √ dWt, Y 0 = y ∈ R,

查看原文本刊更多论文

α-稳定过程驱动慢速随机微分方程的强收敛率和弱收敛率

涉及“慢”和“快”成分的多尺度模型自然出现在各个领域，如非线性振荡、化学动力学、生物学、气候动力学等，见[3，12，22，33]及其参考文献。多尺度模型的平均原理将慢分量的渐近行为描述为尺度参数→ 在[23]中，Khasminski考虑了一类由Wiener噪声驱动的多尺度随机微分方程（简称SDE），即。， dX t=A（X t，Y t）dt+dWt，X 0=X∈R，dY t=1 B（X t、Y t）dt+1√dWt、Y 0=Y∈R，

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.