Back to Search
Start Over
Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients.
- Source :
-
Stochastics: An International Journal of Probability & Stochastic Processes . Jul2021, Vol. 93 Issue 5, p715-741. 27p. - Publication Year :
- 2021
-
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]
Details
- Language :
- English
- ISSN :
- 17442508
- Volume :
- 93
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- Stochastics: An International Journal of Probability & Stochastic Processes
- Publication Type :
- Academic Journal
- Accession number :
- 150872374
- Full Text :
- https://doi.org/10.1080/17442508.2020.1784897