Pages that link to "Item:Q5347527"

The following pages link to Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527):

Displayed 17 items.

• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) ‎ (← links)
• Ergodic property of the chemostat: a stochastic model under regime switching and with general response function (Q1690515) ‎ (← links)
• Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) ‎ (← links)
• Maximum cross section method in the filtering problem for continuous systems with Markovian switching (Q1983514) ‎ (← links)
• A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) ‎ (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) ‎ (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) ‎ (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) ‎ (← links)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) ‎ (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) ‎ (← links)
• Numerical Methods for Controlled Switching Diffusions (Q3297417) ‎ (← links)
• (Q4965807) ‎ (← links)
• (Q4986658) ‎ (← links)
• (Q5071330) ‎ (← links)
• Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching (Q6052182) ‎ (← links)
• (Q6141903) ‎ (← links)
• Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) ‎ (← links)