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A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nguyen, Hoang-Viet, Kieu, Trung-Thuy, Luong, Duc-Trong, Ngo, Hoang-Long, Khue, Tran Ngoc
Format:	Preprint
Published:	2024
Subjects:	Probability Numerical Analysis
Online Access:	Acceder al recurso
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