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arXiv · 2106.05561

Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical $\alpha$-stable process

Mengyuan Kong·Yinghui Shi·Xiaobin Sun
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Abstract

In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical $\alpha$-stable process, where $\alpha\in(1,2)$. 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 $\alpha$-stable processes. Meanwhile, we obtain a specific strong convergence rate.

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Mengyuan Kong, Yinghui Shi, Xiaobin Sun. 2021-06-10. Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical $\alpha$-stable process. https://arxiv.org/abs/2106.05561

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