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Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients
Stochastics ( IF 0.8 ) Pub Date : 2020-07-07 , DOI: 10.1080/17442508.2020.1784897 Jie Xu 1 , Jicheng Liu 2
中文翻译:
非Lipschitz系数下二维跳跃扩散SDE的随机平均原理
更新日期:2020-07-07
Stochastics ( IF 0.8 ) Pub Date : 2020-07-07 , DOI: 10.1080/17442508.2020.1784897 Jie Xu 1 , Jicheng Liu 2
Affiliation
In this paper, we shall prove a stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients.
中文翻译:
非Lipschitz系数下二维跳跃扩散SDE的随机平均原理
在本文中,我们将证明非Lipschitz 系数下两时间尺度跳跃扩散SDE 的随机平均原理。