Numerical Solution to Hybrid Stochastic Differential Systems (Q5459761)
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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 |
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Numerical Solution to Hybrid Stochastic Differential Systems (English)
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29 April 2008
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Itô-type equations
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numerical stability
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stochastic differential equations
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uniform convergence
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numerical example
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