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


Abstract in English

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

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