Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691): Difference between revisions
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Revision as of 23:31, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Convergence and stability of numerical solutions to SDDEs with Markovian switching |
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Convergence and stability of numerical solutions to SDDEs with Markovian switching (English)
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16 June 2006
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The authors consider the numerical solution of stochastic delay differential equations (SDDEs) that are influenced by Markov switching processes. It clarifies the numerical stability and strong convergence of the Euler method.
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Markov switching
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strong approximation
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Euler method
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stochastic delay differential equation
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MS-stability
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strong convergence
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