Numerical Solution to Hybrid Stochastic Differential Systems (Q5459761)
From MaRDI portal
scientific article; zbMATH DE number 5270151
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical Solution to Hybrid Stochastic Differential Systems |
scientific article; zbMATH DE number 5270151 |
Statements
Numerical Solution to Hybrid Stochastic Differential Systems (English)
0 references
29 April 2008
0 references
Itô-type equations
0 references
numerical stability
0 references
stochastic differential equations
0 references
uniform convergence
0 references
numerical example
0 references
