Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2022-05-13 DOI:10.1080/07362994.2022.2071739

Mengyuan Kong, Yinghui Shi, Xiaobin Sun

引用次数: 3

Abstract

Abstract In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical α-stable process, where Then by the method of the Khasminskii’s time discretization, we prove the averaging principle of a class of multiscale McKean-Vlasov stochastic partial differential equations driven by cylindrical α-stable processes. Meanwhile, we obtain a specific strong convergence rate.

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圆柱形α-稳定过程驱动的McKean-Vlasov SPDEs的适定性和平均原理

摘要本文首先研究了一类圆柱形α-稳定过程驱动的McKean-Vlasov随机偏微分方程的定性，然后利用Khasminskii时间离散方法，证明了一类圆柱形α-稳定过程驱动的多尺度McKean-Vlasov随机偏微分方程的平均原理。同时，我们得到了一个特定的强收敛速率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.