Phase transition in the EM scheme of an SDE driven by -stable noises with (0, 2]

DOI10.1016/J.CAM.2025.116938MaRDI QIDQ6906084zbMATH OpenFDO

Authors Yu Wang, Y. Xiao, Lihu Xu

Publication date 5 November 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2025.116938

zbMATH Keywords

divergenceEuler-Maruyama schemephase transitionstable processesstochastic differential equations (SDEs)

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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