Work

Approximation of the invariant measure for stable stochastic differential equations by the Euler–Maruyama scheme with decreasing step sizes

Year: 2025

Type: article

Source: Advances in Applied Probability

DOI: 10.1017/apr.2024.68

Authors: Peng Chen, Xinghu Jin, Yimin Xiao, Lihu Xu

Institutions: Nanjing University of Aeronautics and Astronautics, Hefei University of Technology, Michigan State University, University of Macau

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4409016393

FWCI: 2.804

Cites: 40

Cited by: 3

Related to: 10