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Lp(p>2)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations
Institution:1. School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou, 510275, PR China;2. School of Mathematics and Statistics, Shenzhen University, Shenzhen, 518060, PR China;1. Korteweg–de Vries Institute for Mathematics, University of Amsterdam, Science Park 904, 1098 XH Amsterdam, The Netherlands;2. Radboud University, Nijmegen, The Netherlands;1. Research Center of Nonlinear Science, College of Mathematics and Computer Science, Wuhan Textile University, Wuhan, 430073, PR China;2. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, PR China;3. Department of Statistics, Purdue University, West Lafayette, IN 47907, USA
Abstract:
Keywords:Stochastic averaging principle  Fast–slow SDEs with jumps
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