Orders of strong and weak averaging principle for multiscale SPDEs driven by α-stable process
Abstract
In this paper, the averaging principle is studied for a class of multiscale stochastic partial differential equations driven by α-stable process, where α∈(1,2). Using the technique of Poisson equation, the orders of strong and weak convergence are given 1-1/α and 1-r for any r∈ (0,1) respectively. The main results extend Wiener noise considered by Br\'ehier in [6] and Ge et al. in [17] to α-stable process, and the finite dimensional case considered by Sun et al. in [39] to the infinite dimensional case.
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