Lp$L^{p }$ (p>2$p>2$)-strong convergence of multiscale integration scheme for jump-diffusion systems
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DOI: 10.1186/s13662-019-1956-0
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. read more here.
Keywords: diffusion systems; convergence multiscale; strong convergence; multiscale integration ... See more keywords