The Truncated EM Method of Jump Diffusions with Markovian Switching: A Case Study of Music Signals
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 cond...
Gorde:
| Egile Nagusiak: | , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
MDPI AG
2026-03-01
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| Saila: | Mathematics |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.mdpi.com/2227-7390/14/6/1087 |
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