\(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems (Q1716413)

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scientific article; zbMATH DE number 7012088
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\(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems
scientific article; zbMATH DE number 7012088

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    \(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems (English)
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    4 February 2019
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    fast-slow SDEs with jumps
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    \(L^{p}\) (\(p>2\))-strong convergence
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    multiscale integration scheme
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