Strong convergence rate of principle of averaging for jump-diffusion processes (Q693192)
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scientific article; zbMATH DE number 6113972
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| English | Strong convergence rate of principle of averaging for jump-diffusion processes |
scientific article; zbMATH DE number 6113972 |
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Strong convergence rate of principle of averaging for jump-diffusion processes (English)
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7 December 2012
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stochastic differential equations
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time scale separation
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averaging of perturbations
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0.8831198811531067
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0.8699566125869751
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0.8545028567314148
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0.8497486710548401
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