Pages that link to "Item:Q1427725"

The following pages link to Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725):

Displaying 50 items.

• On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
• Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method (Q313609) (← links)
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching (Q505851) (← links)
• A stochastic minimum principle and an adaptive pathwise algorithm for stochastic optimal control (Q522803) (← links)
• Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
• Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
• Stochastic stability of Markovian switching genetic regulatory networks (Q653082) (← links)
• Permanence and asymptotical behavior of stochastic prey-predator system with Markovian switching (Q669394) (← links)
• Convergence of numerical solutions to stochastic pantograph equations with Markovian switching (Q732504) (← links)
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
• Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
• Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching (Q969138) (← links)
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching (Q1034658) (← links)
• On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
• Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
• Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems (Q1926896) (← links)
• Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
• Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
• Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
• Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
• Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• Switching-dominated stability of numerical solutions for hybrid neutral stochastic differential delay equations (Q2283226) (← links)
• Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations (Q2299813) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
• Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations (Q2465405) (← links)
• Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)
• Exponential stability of numerical solutions to SDDEs with Markovian switching (Q2489369) (← links)
• Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691) (← links)
• Convergence of numerical solutions to stochastic age-dependent population equations (Q2493925) (← links)
• Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay (Q2633519) (← links)
• Robust stability of Markovian jumping genetic regulatory networks with disturbance attenuation (Q2937806) (← links)
• Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence (Q4659931) (← links)
• Analysis of linear asynchronous hybrid stochastic systems and its application to multi-agent systems with Markovian switching topologies (Q5026897) (← links)
• Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
• Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
• Numerical Solution to Hybrid Stochastic Differential Systems (Q5459761) (← links)
• (Q5862235) (← links)
• Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching (Q6052182) (← links)
• Stabilization for a class of continuous‐time nonlinear Markov jump systems via the approximate discrete‐time model (Q6060454) (← links)
• Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
• Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)