An averaging principle for stochastic dynamical systems with Lévy noise

Physica D: Nonlinear Phenomena

Volumn 240, Issue 17, 2011, Pages 1395-1401

  Xu, Yong ^a   Duan, Jinqiao ^b   Xu, Wei ^a  

^a NORTHWESTERN POLYTECHNICAL UNIVERSITY   (China)

^b Illinois Institute of Technology   (United States)

Author keywords

Averaging principle; Convergence to the averaged system; Non Gaussian L vy noise; Stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; DYNAMICAL SYSTEMS; GAUSSIAN NOISE (ELECTRONIC);

AVERAGING PRINCIPLE; CONVERGENCE IN MEAN SQUARE; CONVERGENCE IN PROBABILITY; CONVERGENCE ORDER; CONVERGENCE TO THE AVERAGED SYSTEM; NON-GAUSSIAN; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC DYNAMICAL SYSTEM;

STOCHASTIC SYSTEMS;

EID: 79960926450     PISSN: 01672789     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physd.2011.06.001     Document Type: Article

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