Approximation properties for solutions to non‐Lipschitz stochastic differential equations with Lévy noise

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Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (2017, background): “Up to now, there are only a few results on the stochastic averaging of nonLipschitz SDEs [25] and most of the papers concentrated on the case of the Lipschitz condition.”
Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles (2017, background): “There is an extensive literature on averaging principles for stochastic differential equations, see for example, Freidlin and Wentzell [14], Khasminskii [21], Duan [12], Thompson [26], Xu and his co-workers [28, 29, 30, 31, 32].”