Strong convergence rate of principle of averaging for jump-diffusion processes (Q693192): Difference between revisions

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+The heterogeneous multiscale methods
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+Analysis of multiscale methods for stochastic differential equations
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+Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
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+Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
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+On Averaging Principles: An Asymptotic Expansion Approach
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+STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
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+Weak convergence methods and singularly perturbed stochastic control and filtering problems
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+Strong convergence of principle of averaging for multiscale stochastic dynamical systems
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+Invariant measure for diffusions with jumps
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