{
  "id": "1701.07983",
  "version": "v1",
  "published": "2017-01-27T09:37:09.000Z",
  "updated": "2017-01-27T09:37:09.000Z",
  "title": "Weak order in averaging principle for stochastic differential equations with jumps",
  "authors": [
    "Hongbo Fu",
    "Li Wan",
    "Jicheng Liu",
    "Xianming Liu"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "This article deals with the weak error for averaging principle for two-time-scale system of jump-diffusion stochastic differential equation. Under suitable conditions, it is proved that the rate of weak convergence to the averaged effective dynamics is of order $1$ via an asymptotic expansion approach.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-01-27T09:37:09.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "averaging principle",
      "weak order",
      "jump-diffusion stochastic differential equation",
      "asymptotic expansion approach",
      "two-time-scale system"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}