Phase transition in the EM scheme of an SDE driven by \(\alpha\)-stable noises with \(\alpha \in (0, 2]\) (Q6906084)
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scientific article; zbMATH DE number 8115595
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| English | Phase transition in the EM scheme of an SDE driven by \(\alpha\)-stable noises with \(\alpha \in (0, 2]\) |
scientific article; zbMATH DE number 8115595 |
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Phase transition in the EM scheme of an SDE driven by \(\alpha\)-stable noises with \(\alpha \in (0, 2]\) (English)
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5 November 2025
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Euler-Maruyama scheme
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phase transition
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stable processes
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stochastic differential equations (SDEs)
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divergence
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