Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893)
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scientific article; zbMATH DE number 7722789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes |
scientific article; zbMATH DE number 7722789 |
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Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (English)
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4 August 2023
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Euler-Maruyama scheme
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Jacobi flow
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Markovian switching
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Poisson process
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Stein's equation
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