Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process

Abstract

In this paper, we first study the well-posedness of a class of McKean-Vlasov stochastic partial differential equations driven by cylindrical α-stable process, where α∈(1,2). Then by the method of the Khasminskii's time discretization, we prove the averaging principle of a class of multiscale McKean-Vlasov stochastic partial differential equations driven by cylindrical α-stable processes. Meanwhile, we obtain a specific strong convergence rate.

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