کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156811 958874 2012 41 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Strong and weak orders in averaging for SPDEs
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Strong and weak orders in averaging for SPDEs
چکیده انگلیسی

We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time scale. We prove that the slow component of the solution of the system converges towards the solution of the averaged equation with an order of convergence 1/2 in a strong sense–approximation of trajectories–and 1 in a weak sense–approximation of laws. These orders turn out to be the same as for the SDE case.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 7, July 2012, Pages 2553–2593
نویسندگان
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