Strong convergence rate of principle of averaging for jump-diffusion processes

DOI10.1007/s11464-012-0193-6zbMath1255.60098MaRDI QIDQ693192

Di Liu

Publication date: 7 December 2012

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-012-0193-6

zbMATH Keywords

stochastic differential equations; time scale separation; averaging of perturbations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

70K65: Averaging of perturbations for nonlinear problems in mechanics

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