\(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems
type: Item
instance of: scholarly article
title: \(L^{p}\) (\(p>2\))-strong convergence of multiscale integration scheme for jump-diffusion systems
zbMATH Open document ID: 1458.65010
author: Jiaping Wen
published in: Advances in Difference Equations
publication date: 2019-02-04T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 7012088
zbMATH Keywords: fast-slow SDEs with jumps
zbMATH Keywords: \(L^{p}\) (\(p>2\))-strong convergence
zbMATH Keywords: multiscale integration scheme
MaRDI profile type: Publication
full work available at URL: s13662-019-1956-0
OpenAlex ID: W2918603904
cites work: Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
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cites work: Numerical techniques for multi-scale dynamical systems with stochastic effects
cites work: Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
cites work: Multiscale Integration Schemes for Jump-Diffusion Systems
cites work: Analysis of multiscale methods for stochastic dynamical systems with multiple time scales
cites work: Averaging principle for a class of stochastic reaction-diffusion equations
cites work: Q4435813
DOI: 10.1186/S13662-019-1956-0
description: scientific article; zbMATH DE number 7012088