Lp $L^{p }$ ( p>2 $p>2$)-strong convergence of multiscale integration scheme for jump-diffusion systems
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.
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| Format: | Article |
| Language: | English |
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SpringerOpen
2019-01-01
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| Series: | Advances in Difference Equations |
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| Online Access: | http://link.springer.com/article/10.1186/s13662-019-1956-0 |