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math.DS2020
Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes
Yanjie Zhang, Qiao Huang, Xiao Wang +2
We study the averaging principle for a family of multiscale stochastic dynamical systems. The fast and slow components of the systems are driven by two independent stable Lévy nois…
math.PR2020
Analysis of multiscale methods for stochastic dynamical systems driven by -stable processes
Yanjie Zhang, Xiao Wang, Zibo Wang +1
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by -stable processes, which…