Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955): Difference between revisions
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Revision as of 00:46, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations |
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Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (English)
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10 June 2012
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stochastic differential equation
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numerical method
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pathwise weak approximation
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strong invariance principle
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