Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245)
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scientific article; zbMATH DE number 7865979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes |
scientific article; zbMATH DE number 7865979 |
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Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (English)
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17 June 2024
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Euler-Maruyama scheme
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decreasing step
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invariant measure
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regime-switching jump process
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