L p $L^{p }$ ( p > 2 $p>2$ )-strong convergence of multiscale integration scheme for jump-diffusion systems
Jiaping Wen · Advances in Difference Equations · 2019
In this paper we shall prove the $L^{p}$ ( $p>2$ )-strong convergence of multiscale integration scheme for stochastic jump-diffusion systems with two-time-scale, which gives a numerical method for effective dynamical systems.