A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770)

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scientific article; zbMATH DE number 7699022
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A long term analysis of stochastic theta methods for mean reverting linear process with jumps
scientific article; zbMATH DE number 7699022

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    A long term analysis of stochastic theta methods for mean reverting linear process with jumps (English)
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    20 June 2023
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    long term behavior
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    stochastic theta methods
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    Poisson jump
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    stability
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