L^p(p > 2)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
DOI10.1016/J.NAHS.2015.05.001zbMATH Open1384.34070OpenAlexW2250854382MaRDI QIDQ899196FDOQ899196
Publication date: 21 December 2015
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nahs.2015.05.001
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Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Stochastic integral equations (60H20)
Cites Work
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- Averaging principle and systems of singularly perturbed stochastic differential equations
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- Double averaging principle for periodically forced stochastic slow-fast systems
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- Strong convergence rate of principle of averaging for jump-diffusion processes
Cited In (15)
- Strong convergence in averaging principle for stochastic hyperbolic-parabolic equations with two time-scales
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
- Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients
- Averaging principle for McKean-Vlasov SDEs driven by FBMs
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Weak and strong averaging principle for a stochastic coupled fast-slow atmosphere-ocean model with non-Lipschitz Lévy noise
- Averaging principle of stochastic Burgers equation driven by Lévy processes
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Strong averaging principle for two-time-scale non-autonomous stochastic FitzHugh-Nagumo system with jumps
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
- \(L^{p}\) (\(p\geq 2\))-strong convergence in averaging principle for multivalued stochastic differential equation with non-Lipschitz coefficients
- \(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems
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