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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

靳兴胡

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Gender:Male

Education Level:Postgraduate (Doctoral)

Alma Mater:University of Macau

Paper Publications

Variable-step Euler–Maruyama approximations of regime-switching jump diffusion processes

Journal:Journal of Theoretical Probability
Key Words:Euler–Maruyama scheme; Decreasing step; Invariant measure; Regime-switching jump process
Co-author:Xinghu Jin,Tian Shen
First Author:Peng Chen
Indexed by:Journal paper
Correspondence Author:Zhonggen Su
Discipline:Natural Science
Issue:37
Page Number:1597-1626
Translation or Not:no
Date of Publication:2024-04-11
Included Journals:SCI
Links to published journals:https://doi.org/10.1007/s10959-023-01253-w