Lp(p>2)-strong convergence of an averaging principle for two-time-scales jump-diffusion stochastic differential equations

Multiscale jump-diffusion stochastic differential equations arise as models for various complex systems. In this paper we prove the averaging principle for a class of two-time-scales jump-diffusion stochastic differential equations. Under suitable conditions, it is shown that the slow component Lp(p>2)-strongly converges to the solution of the corresponding averaging equation.