Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients (Q2413987): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients |
scientific article |
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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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