Strong convergence rate of principle of averaging for jump-diffusion processes (Q693192)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence rate of principle of averaging for jump-diffusion processes |
scientific article |
Statements
Strong convergence rate of principle of averaging for jump-diffusion processes (English)
0 references
7 December 2012
0 references
stochastic differential equations
0 references
time scale separation
0 references
averaging of perturbations
0 references
