Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

DOI10.1137/060673345zbMath1144.60038OpenAlexW2116933606MaRDI QIDQ3503945

Dror Givon

Publication date: 10 June 2008

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d91261a9dca08ce622678cdc984373a735743728

zbMATH Keywords

strong convergencestochastic differential equationstwo-time-scale systemsconvergence ratemixingaveragingjump-diffusionmultiscale problems\(L^2\)-convergence

Mathematics Subject Classification ID

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