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
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
收藏
页码:476 / 504
页数:29
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