Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients (Q5086701)
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scientific article; zbMATH DE number 7553997
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| English | Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients |
scientific article; zbMATH DE number 7553997 |
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Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients (English)
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7 July 2022
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existence and 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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0.95027566
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0.9372095
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0.9349235
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0.93341005
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0.9316003
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0.9235629
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0.9161905
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0.9152177
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0.91479087
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