Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients (Q2413987): Difference between revisions

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Property / author: Yu Miao / rank
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Property / author: Yu Miao / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2018.07.039 / rank
 
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Property / OpenAlex ID: W2884175454 / rank
 
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Latest revision as of 18:21, 1 December 2024

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Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
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    Statements

    Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients (English)
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    17 September 2018
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    existence
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    uniqueness
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    stochastic averaging principle
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    \(L^2\)-strong convergence
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    fast-slow SDEs with jumps
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    non-Lipschitz coefficients
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    Identifiers