Work

The Truncated EM Method of Jump Diffusions with Markovian Switching: A Case Study of Music Signals

Year: 2026

Type: article

Abstract: This paper investigates the strong convergence of jump-diffusion processes with Markovian switching using the truncated Euler–Maruyama (TEM) method. Under the assumption that the drift and diffusion coefficients satisfy a Khasminskii-type condition and the jump coefficient meets a linear growth condition, we derive the convergence rate. Furthermore, we demonstrate that the TEM method effectively preserves both the mean square stability and the asymptotic boundedness of the underlying jump-diffusion process. A case study involving music signals is provided to illustrate the theoretical findings.

Source: Mathematics

DOI: 10.3390/math14061087

Authors: Ping Li, Ping Yu, Yuhang Zhen

Institutions: Xinyang University, Shanxi Normal University, Beijing Institute of Technology, Zhejiang University of Water Resource and Electric Power

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold

Estimated APC paid: $3,137

Funders: Zhejiang University of Water Resources and Electric Power, National Natural Science Foundation of China, Zhejiang University, Natural Science Foundation of Zhejiang Province