An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044): Difference between revisions

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Property / author: Zhen Ting Hou / rank
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Property / full work available at URL: https://doi.org/10.1016/j.mcm.2009.07.006 / rank
 
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Latest revision as of 20:09, 2 July 2024

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An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
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    An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (English)
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    8 May 2010
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    Taylor approximation
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    strong convergence
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    Markovian switching
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    stochastic differential delay equation
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