Multiscale SDEs with multiplicative alpha-stable noise: the slow component converges in L^p to an averaged equation at rate epsilon^((p-1)/(alpha+p-1)).
Applebaum.L´ evy processes and stochastic calculus
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Strong averaging principle for multiscale time-inhomogeneous SDEs with multiplicative $\alpha$-stable noises
Multiscale SDEs with multiplicative alpha-stable noise: the slow component converges in L^p to an averaged equation at rate epsilon^((p-1)/(alpha+p-1)).