Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients

DOI10.1080/17442508.2020.1784897zbMath1496.60067OpenAlexW3041673357MaRDI QIDQ5086701

Jicheng Liu, Jie Xu

Publication date: 7 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2020.1784897

zbMATH Keywords

existence and uniquenessnon-Lipschitz coefficientsstochastic averaging principlefast-slow SDEs with jumps\(L^2\)-strong convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Averaging of perturbations for nonlinear problems in mechanics (70K65)

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