Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tamed-Euler method for hybrid stochastic differential equations with Markovian switching |
scientific article |
Statements
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (English)
0 references
6 March 2019
0 references
Tamed-Euler scheme
0 references
switching diffusion
0 references
stochastic differential equation
0 references
convergence
0 references
rate of convergence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
