scientific article; zbMATH DE number 7312741

zbMath1462.65013MaRDI QIDQ4963408

Bahram Tarami, Mohsen Avaji

Publication date: 18 February 2021

Full work available at URL: https://www.ijmex.com/index.php/ijmex/article/view/669

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationsemimartingaleconvergence in probabilityEuler-Maruyama method\(\alpha\)-stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stable stochastic processes (60G52)

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A probability approximation framework: Markov process approach ⋮ Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme

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