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Lp (p>2)-strong convergence of multiscale integration scheme for jump-diffusion systems.
- Source :
- Advances in Difference Equations; 1/22/2019, Vol. 2019 Issue 1, p1-1, 1p
- Publication Year :
- 2019
-
Abstract
- In this paper we shall prove the Lp (p>2)-strong convergence of multiscale integration scheme for stochastic jump-diffusion systems with two-time-scale, which gives a numerical method for effective dynamical systems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 16871839
- Volume :
- 2019
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Advances in Difference Equations
- Publication Type :
- Academic Journal
- Accession number :
- 134238582
- Full Text :
- https://doi.org/10.1186/s13662-019-1956-0