Numerical Solution to Hybrid Stochastic Differential Systems (Q5459761): Difference between revisions

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Latest revision as of 22:30, 27 June 2024

scientific article; zbMATH DE number 5270151
Language Label Description Also known as
English
Numerical Solution to Hybrid Stochastic Differential Systems
scientific article; zbMATH DE number 5270151

    Statements

    Numerical Solution to Hybrid Stochastic Differential Systems (English)
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    29 April 2008
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    Itô-type equations
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    numerical stability
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    stochastic differential equations
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    uniform convergence
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    numerical example
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