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

DOI10.1186/s13662-019-1956-0zbMath1458.65010OpenAlexW2918603904MaRDI QIDQ1716413

Jiaping Wen

Publication date: 4 February 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-019-1956-0

zbMATH Keywords

\(L^{p}\) (\(p>2\))-strong convergencefast-slow SDEs with jumpsmultiscale integration scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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