arXiv · 2106.02854
Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process
Abstract
In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by $\alpha$-stable process, where $\alpha\in(1,2)$. Using the technique of Poisson equation, the orders of strong and weak convergence are given $1-1/\alpha$ and $1-r$ for any $r\in (0,1)$ respectively. The main results extend Wiener noise considered by Br\'{e}hier in [6] and Ge et al. in [17] to $\alpha$-stable process, and the finite dimensional case considered by Sun et al. in [39] to the infinite dimensional case.
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Xiaobin Sun, Yingchao Xie. 2021-06-05. Orders of strong and weak averaging principle for multiscale SPDEs driven by $\alpha$-stable process. https://arxiv.org/abs/2106.02854
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