A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching |
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A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (English)
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3 June 2021
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stochastic differential equation with Markovian switching
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Milstein-type scheme
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rate of strong convergence
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