Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients (Q2413987)
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scientific article; zbMATH DE number 6937843
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| English | Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients |
scientific article; zbMATH DE number 6937843 |
Statements
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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0.8572083115577698
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0.8571918606758118
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0.8399160504341125
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0.8311843276023865
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