Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients (Q2413987)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients |
scientific article |
Statements
Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients (English)
0 references
17 September 2018
0 references
existence
0 references
uniqueness
0 references
stochastic averaging principle
0 references
\(L^2\)-strong convergence
0 references
fast-slow SDEs with jumps
0 references
non-Lipschitz coefficients
0 references
