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In this paper we shall prove the Lp$L^{p}$ (p>2$p>2$)-strong convergence of multiscale integration scheme for stochastic jump-diffusion systems with two-time-scale, which gives a numerical method for effective dynamical systems. Click to show full abstract
In this paper we shall prove the Lp$L^{p}$ (p>2$p>2$)-strong convergence of multiscale integration scheme for stochastic jump-diffusion systems with two-time-scale, which gives a numerical method for effective dynamical systems.
Keywords:
diffusion systems;
convergence multiscale;
strong convergence;
multiscale integration;
integration scheme;
jump diffusion
Journal Title: Advances in Difference Equations
Year Published: 2019
Link to full text (if available)
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Journal Title: Advances in Difference Equations
Year Published: 2019
Link to full text (if available)
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recommendations!