On the averaging principle for stochastic differential equations driven by G-Lévy process
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference20 articles.
1. Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion;Gao;Stochastic Process. Appl.,2009
2. Strong convergence rate for two-time-scale jump-diffusion stochastic differential systems;Givon;SIAM Multiscale Model. Simul.,2007
3. Strong convergence of projective integration schemes for singular perturbed stochastic differential systems;Givon;Commun. Math. Sci.,2006
4. Hu, M., Peng, S., 2009. G-Lévy processes under sublinear expectations. arXiv:0911.3533v1.
5. Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs;Hu;Stoch. Process. Appl.,2021
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