• Title of article

    Strong and weak orders in averaging for SPDEs

  • Author/Authors

    Bréhier، نويسنده , , Charles-Edouard Luyt، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    41
  • From page
    2553
  • To page
    2593
  • Abstract
    We show an averaging result for a system of stochastic evolution equations of parabolic type with slow and fast time scales. We derive explicit bounds for the approximation error with respect to the small parameter defining the fast time scale. We prove that the slow component of the solution of the system converges towards the solution of the averaged equation with an order of convergence 1/2 in a strong sense–approximation of trajectories–and 1 in a weak sense–approximation of laws. These orders turn out to be the same as for the SDE case.
  • Keywords
    Stochastic partial differential equations , Averaging principle , Strong and weak approximations
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578632