Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems
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DOI：
10.1137/060673345
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发表时间：
2007-07
期刊：
影响因子：
--
通讯作者：
D. Givon
中科院分区：
文献类型：
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作者：
D. Givon
研究了一类双时标跳扩散随机微分方程组。主要目标是研究慢分量到有效动态的收敛速度。The Convergence…
We study a two-time-scale system of jump-diffusion stochastic differential equations. The main goal is to study the convergence rate of the slow components to the effective dynamics. The convergenc...