Work

Euler–Maruyama approximation for stable stochastic differential equations with Markovian switching and related asymptotics

Year: 2026

Type: article

Source: Journal of Applied Probability

DOI: 10.1017/jpr.2025.10062

Authors: Xinghu Jin, Xun Xu

Institution: Hefei University of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7127995756

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Cites: 35

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