Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527): Difference between revisions
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Revision as of 22:03, 21 February 2024
scientific article; zbMATH DE number 6722944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching |
scientific article; zbMATH DE number 6722944 |
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Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (English)
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24 May 2017
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numerical solution
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switching SDE
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convergence
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rate of convergence
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Milstein-type procedure
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