合肥工业大学主页平台管理系统 JIN Xinghu--Xinghu JIN-- Using Stein's method to analyze Euler–Maruyama approximations of regime-switching jump diffusion processes

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Lecturer

Date of Employment:2022-01-13

School/Department:School of Mathematics, Hefei University of Technology

Education Level:Postgraduate (Doctoral)

Gender:Male

Degree:Doctoral Degree in Philosophy

Status:Employed

Alma Mater:University of Macau

Hefei University of Technology

靳兴胡

Gender:Male

Education Level:Postgraduate (Doctoral)

Alma Mater:University of Macau

Paper Publications

Current position: Xinghu JIN / Scientific Research / Paper Publications

Using Stein's method to analyze Euler–Maruyama approximations of regime-switching jump diffusion processes

Journal:Journal of Theoretical Probability
Key Words:Euler–Maruyama scheme; Jacobi flow; Markovian switching; Poisson process; Stein's equation
Co-author:Tian Shen
First Author:Xinghu Jin
Indexed by:Journal paper
Correspondence Author:Zhonggen Su
Issue:36
Page Number:1797–1828
Translation or Not:no
Date of Publication:2022-12-01
Included Journals:SCI
Links to published journals:https://doi.org/10.1007/s10959-022-01221-w

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