Averaging principle for slow-fast stochastic partial differential equations with Holder continuous coefficients

被引：14

作者：

Sun, Xiaobin ^{[1
,2
]}

Xie, Longjie ^{[1
,2
]}

Xie, Yingchao ^{[1
,2
]}

机构：

[1] Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China

[2] Jiangsu Normal Univ, Res Inst Math Sci RIMS, Xuzhou 221116, Jiangsu, Peoples R China

来源：

JOURNAL OF DIFFERENTIAL EQUATIONS | 2021年 / 270卷

关键词：

Stochastic partial differential equation; Averaging principle; Zvonkin's transformation; Holder continuous; Slow-fast; REACTION-DIFFUSION EQUATIONS; EVOLUTION EQUATIONS; STRONG-CONVERGENCE; STRONG UNIQUENESS; POISSON EQUATION; SYSTEMS; APPROXIMATION;

D O I：

10.1016/j.jde.2020.08.014

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

By using the technique of the Zvonkin's transformation and the classical Khasminskii's time discretization method, we prove the averaging principle for slow-fast stochastic partial differential equations with bounded and Holder continuous drift coefficients. An example is also provided to explain our result. (C) 2020 Elsevier Inc. All rights reserved.

引用

页码：476 / 504

页数：29

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