Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme

作者：Peng Chen, Chang‐Song Deng, René L. Schilling, Lihu Xu · 发表于：Stochastic Processes and their Applications · 年份：2023 · DOI：10.1016/j.spa.2023.06.001 · 被引用次数：16 · 研究领域：Stochastic processes and financial applications、Financial Risk and Volatility Modeling、Complex Systems and Time Series Analysis