\(L^p(p > 2)\)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations

DOI10.1016/j.nahs.2015.05.001zbMath1384.34070OpenAlexW2250854382MaRDI QIDQ899196

Jie Xu, Yu Miao

Publication date: 21 December 2015

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2015.05.001

zbMATH Keywords

stochastic differential equationsstochastic averaging principle\(L^p\)--strong convergence

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Singular perturbations for ordinary differential equations (34E15) Stochastic integral equations (60H20)

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