Strong convergence rate of principle of averaging for jump-diffusion processes

DOI10.1007/s11464-012-0193-6zbMath1255.60098OpenAlexW2119948354MaRDI QIDQ693192

Di Liu

Publication date: 7 December 2012

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-012-0193-6

zbMATH Keywords

stochastic differential equationstime scale separationaveraging of perturbations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging of perturbations for nonlinear problems in mechanics (70K65)

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