Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems (Q3503945)
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scientific article; zbMATH DE number 5286337
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| English | Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems |
scientific article; zbMATH DE number 5286337 |
Statements
Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems (English)
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10 June 2008
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stochastic differential equations
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jump-diffusion
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two-time-scale systems
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strong convergence
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convergence rate
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\(L^2\)-convergence
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averaging
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mixing
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multiscale problems
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0.8497486710548401
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0.8492391705513
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0.837704062461853
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0.8069813847541809
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