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

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Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
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    Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (English)
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    18 June 2018
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    explicit scheme
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    switching diffusion systems
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    local Lipschitz condition
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    strong convergence
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    stability
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    invariant measure
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