Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems

@article{Givon2007StrongCR,
  title={Strong Convergence Rate for Two-Time-Scale Jump-Diffusion Stochastic Differential Systems},
  author={Dror Givon},
  journal={Multiscale Model. Simul.},
  year={2007},
  volume={6},
  pages={577-594}
}
  • D. Givon
  • Published 18 July 2007
  • Mathematics
  • Multiscale Model. Simul.
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... 
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