Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167): Difference between revisions

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+Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching
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+Stochastic Differential Equations with Markovian Switching
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+Evolution of predator-prey systems described by a Lotka-Volterra equation under random environment
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+Hybrid switching diffusions. Properties and applications
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+Transience/recurrence and central limit theorem behavior for diffusions in random temporal environments
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+Some remarks and examples concerning the transience and recurrence of random diffusions
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+Q4004325
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+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
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+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
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+A note on tamed Euler approximations
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+Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
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+The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
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+Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
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+The truncated Euler-Maruyama method for stochastic differential equations
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS
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+Stability of regime-switching diffusions
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+Stability and Recurrence of Regime-Switching Diffusion Processes
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+Invariant densities for dynamical systems with random switching
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+Regularity of invariant densities for 1D systems with random switching
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+Criteria for transience and recurrence of regime-switching diffusion processes
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+Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
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+Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
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+Numerical method for stationary distribution of stochastic differential equations with Markovian switching
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+Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
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+Approximation of invariant measures for regime-switching diffusions
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+Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching
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+Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation
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+Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
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+Ergodicity of regime-switching diffusions in Wasserstein distances
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+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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+The Kolmogorov-Smirnov Test for Goodness of Fit
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