状态切换跳跃扩散过程的变步长Euler-Maruyama逼近

IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Journal of Theoretical Probability Pub Date : 2023-05-06 DOI:10.1007/s10959-023-01253-w
Peng Chen, Xinghu Jin, Tian Shen, Z. Su
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Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes
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来源期刊
Journal of Theoretical Probability
Journal of Theoretical Probability 数学-统计学与概率论
CiteScore
1.50
自引率
12.50%
发文量
65
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.
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