L^p(p > 2)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
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Cites work
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- scientific article; zbMATH DE number 3366247 (Why is no real title available?)
- Analysis of multiscale methods for stochastic differential equations
- Averaging principle and systems of singularly perturbed stochastic differential equations
- Averaging principle for a class of stochastic reaction-diffusion equations
- Double averaging principle for periodically forced stochastic slow-fast systems
- Numerical techniques for multi-scale dynamical systems with stochastic effects
- ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
- STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
- Stochastic averaging principle for systems with pathwise uniqueness
- Stochastic differential equations. An introduction with applications.
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
- Strong convergence rate of principle of averaging for jump-diffusion processes
Cited in
(27)- Convergence of hitting times for jump-diffusion processes
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Averaging principle of stochastic Burgers equation driven by Lévy processes
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Strong and weak convergence for the averaging principle of DDSDE with singular drift
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Strong convergence of multi-scale stochastic differential equations with a full dependence
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
- Ergodicity and strong limit results for two-time-scale functional stochastic differential equations
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- \(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems
- Averaging principles for nonautonomous two-time-scale stochastic reaction-diffusion equations with jump
- Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
- Weak order in averaging principle for stochastic differential equations with jumps
- Strong convergence rate of principle of averaging for jump-diffusion processes
- Strong convergence of neutral stochastic functional differential equations with two time-scales
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps
- Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients
- On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Averaging principle for fractional stochastic differential equations with \(L^p\) convergence
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