Averaging principle for equation driven by a stochastic measure

Abstract

Equation with the symmetric integral with respect to stochastic measure is considered. For the integrator, we assume only $\sigma$-additivity in probability and continuity of the paths. It is proved that the averaging principle holds for this case, the rate of convergence to the solution of the averaged equation is estimated.

References in corpus (3)

• Analysis of the Rosenblatt process
• Two-time-scale stochastic partial differential equations driven by $\alpha$-stable noises: Averaging principles
• Stratonovich-type integral with respect to a general stochastic measure

Cited by in corpus (2)

• The Burgers equation driven by a stochastic measure
• Transport equation driven by a stochastic measure