Using Stein’s Method to Analyze Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY Journal of Theoretical Probability Pub Date : 2022-12-15 DOI:10.1007/s10959-022-01221-w

X. Jin, Tian Shen, Z. Su

引用次数: 1

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用Stein方法分析区域切换跳跃扩散过程的Euler–Maruyama逼近

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来源期刊

Journal of Theoretical Probability 数学-统计学与概率论

CiteScore

1.50

自引率

12.50%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Theoretical Probability publishes high-quality, original papers in all areas of probability theory, including probability on semigroups, groups, vector spaces, other abstract structures, and random matrices. This multidisciplinary quarterly provides mathematicians and researchers in physics, engineering, statistics, financial mathematics, and computer science with a peer-reviewed forum for the exchange of vital ideas in the field of theoretical probability.