Special Session 160: Recent progress on stochastic analysis and stochastic control with applications

Averaging principles for nonautonomous multiscale McKean-Vlasov stochastic systems
Jie Xiang
School of Mathematics, Southeast University
Peoples Rep of China
Co-Author(s):    Huijie Qiao
Abstract:
In this paper, we study a class of nonautonomous multiscale McKean-Vlasov stochastic systems. By using the nonautonomous Poisson equation, we establish the strong and weak averaging principles with explicit convergence rates. In general, the coefficients of the averaged equations depend on the scaling parameter $\varepsilon$. Additionally, when the fast coefficients are asymptotically convergent or time-periodic, we show that the slow component converges, in the strong and weak senses, to the solution of an averaged equation with coefficients independent of $\varepsilon$.