Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955): Difference between revisions

@@ Property / author @@
-G. George Yin
@@ Property / author: G. George Yin / rank @@
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@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
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@@ Property / zbMATH DE Number @@
+6044739
@@ Property / zbMATH DE Number: 6044739 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic differential equation
@@ Property / zbMATH Keywords: stochastic differential equation / rank @@
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@@ Property / zbMATH Keywords @@
+numerical method
@@ Property / zbMATH Keywords: numerical method / rank @@
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@@ Property / zbMATH Keywords @@
+pathwise weak approximation
@@ Property / zbMATH Keywords: pathwise weak approximation / rank @@
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@@ Property / zbMATH Keywords @@
+strong invariance principle
@@ Property / zbMATH Keywords: strong invariance principle / rank @@
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+https://doi.org/10.1016/j.nonrwa.2011.09.012
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+W2090460594
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@@ Property / cites work @@
+Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
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+Real Analysis and Probability
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+Pathwise convergence rate for numerical solutions of stochastic differential equations
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+Q3326516
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+Extensions of results of Komlós, Major, and Tusnády to the multivariate case
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+Almost sure invariance principles for partial sums of weakly dependent random variables
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+Q4375487
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+Discrete-Time Markov Chains
@@ Property / cites work: Discrete-Time Markov Chains / rank @@
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+Q4421713
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+p-norm bounds on the expectation of the maximum of a possibly dependent sample
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+Publication:425955