论文标题
慢速随机微分方程的强和弱收敛速率由$α$稳定过程驱动
Strong and weak convergence rates for slow-fast stochastic differential equations driven by $α$-stable process
论文作者
论文摘要
在本文中，我们研究了由$α$稳定的过程驱动的一类随机微分方程的平均原理，其中$α\ in（1,2）$，其中$α\ in $α\。我们证明，强大而弱的收敛订单分别为$ 1-1/α$和$ 1 $。通过一个简单的例子，我们表明$ 1-1/α$是最佳的强收敛速度。
In this paper, we study the averaging principle for a class of stochastic differential equations driven by $α$-stable processes with slow and fast time-scales, where $α\in(1,2)$. We prove that the strong and weak convergence order are $1-1/α$ and $1$ respectively. We show, by a simple example, that $1-1/α$ is the optimal strong convergence rate.
