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      L^p(p>2)-strong convergence in stochastic averaging principle for two time-scales stochastic evolution equations driven by L\'evy process

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          Abstract

          The main goal of the work is to study the stochastic averaging principle for two time-scales stochastic evolution equations driven by L\'evy process. The solution of reduced equation with modified coefficient is derived to approximate the slow component of original equation under suitable condition. It is shown that the slow component can strongly converge to the solution of corresponding reduced equation in L^p(p>2)-strong convergence sense.Our key and novelty is how to cope with the changes caused by L\'{e}vy process and higher order moments.

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          Author and article information

          Journal
          2015-11-11
          2016-02-24
          Article
          1511.03438
          d797dce8-5a3c-4fcf-8aac-0ccc776b232f

          http://creativecommons.org/licenses/by-nc-sa/4.0/

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          Custom metadata
          math.DS math.PR

          Differential equations & Dynamical systems,Probability
          Differential equations & Dynamical systems, Probability

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