Weak order in averaging principle for stochastic differential equations with jumps (Q1712264)
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scientific article
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| English | Weak order in averaging principle for stochastic differential equations with jumps |
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Weak order in averaging principle for stochastic differential equations with jumps (English)
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21 January 2019
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jump-diffusion
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averaging principle
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invariant measure
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weak convergence
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asymptotic expansion
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0.8614806532859802
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0.8546527624130249
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0.8471236824989319
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0.8365134596824646
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0.8308213949203491
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