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We consider the numerical approximation for a class of radial Dunkl processes corresponding to arbitrary (reduced) root systems in R^d. This class contains some well-known processes such as Bessel processes, Dyson's Brownian motions, and Wishart processes. We propose some semi--implicit and truncated Euler--Maruyama schemes for radial Dunkl processes, and study their rate of convergence with respect to the L^p-sup norm.
Ngo et al. (Sun,) studied this question.
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