arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1611.09080math.PR
收藏

Strong convergence rate in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales

Hongbo Fu, Li Wan, Jicheng Liu, Xianming Liu

英文摘要:

In this article, we investigate averaging principle for stochastic hyperbolic-parabolic equations with two time-scales, in which both the slow and fast components are perturbed by multiplicative noises. Particularly, we prove that the rate of strong convergence for the slow component to the averaged dynamics is of order $1/2$, which significantly improves the order $1/4$ established in our previous work.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑