Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321): Difference between revisions

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Latest revision as of 14:03, 18 July 2024

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Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
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    Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (English)
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    6 March 2019
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    Tamed-Euler scheme
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    switching diffusion
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    stochastic differential equation
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    convergence
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    rate of convergence
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