Author: "Liu, Jicheng" / Language: english / Publication Year Range: Last 10 years / Search Limiters: Peer Reviewed / Topic: 60h10 - Searchworks@Jio Institute Digital Library Search Results

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Start Over Author "Liu, Jicheng" Search Limiters Peer Reviewed Topic 60h10 Publication Year Range Last 10 years Language english

Author: Xu, Jie and Liu, Jicheng
Abstract: In this paper, we shall prove a stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients. [ABSTRACT FROM AUTHOR]
Published: 2021
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Author: Li, Zhen and Liu, Jicheng
Subjects: *STOCHASTIC differential equations, *STOCHASTIC convergence, *PICARD number, *APPROXIMATION theory, *COEFFICIENTS (Statistics)
Abstract: In this paper, we prove that for a stochastic differential equation with the coefficients of class C ∞ , the successive approximations of Picard converge in the C ∞ -sense, which implies that the solution to stochastic differential equation is of class C ∞ in the initial value x almost surely. [ABSTRACT FROM AUTHOR]
Published: 2017
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