Asymptotic Behavior for Multi-scale SDEs with Monotonicity Coefficients Driven by Lévy Processes

In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by Levy processes. The optimal strong convergence order 1/2 is obtained by studying the regularity estimates for the solution of Poisson equation with polynomial growth coefficients, and the optimal weak convergence order 1 is got by using the technique of Kolmogorov equation. The main contribution is that the obtained results can be applied to a class of multi-scale stochastic differential equations with monotonicity coefficients, as well as the driven processes can be the general Levy processes, which seems new in the existing literature.