Strong convergence rate of principle of averaging for jump-diffusion processes
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Cites work
- scientific article; zbMATH DE number 4147221 (Why is no real title available?)
- scientific article; zbMATH DE number 1239549 (Why is no real title available?)
- Analysis of multiscale methods for stochastic differential equations
- Analysis of multiscale methods for stochastic dynamical systems with multiple time scales
- Invariant measure for diffusions with jumps
- Numerical techniques for multi-scale dynamical systems with stochastic effects
- On Averaging Principles: An Asymptotic Expansion Approach
- Principle of Averaging for Parabolic and Elliptic Differential Equations and for Markov Processes with Small Diffusion
- STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
- Stability of Markovian processes I: criteria for discrete-time Chains
- Stability of Markovian processes II: continuous-time processes and sampled chains
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- 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
- The heterogeneous multiscale methods
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
Cited in
(13)- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
- Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
- Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations
- Averaging principle for equation driven by a stochastic measure
- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
- Strong averaging principle for two-time-scale SDEs with non-Lipschitz coefficients
- Strong convergence of principle of averaging for multiscale stochastic dynamical systems
- \(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
- Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
- Large deviations for Lévy diffusions in the small noise regime
- Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
- Weak order in averaging principle for stochastic differential equations with jumps
- Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes
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