Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems (Q3503945)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems |
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Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems (English)
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10 June 2008
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stochastic differential equations
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jump-diffusion
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two-time-scale systems
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strong convergence
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convergence rate
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\(L^2\)-convergence
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averaging
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mixing
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multiscale problems
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