Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143)
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scientific article; zbMATH DE number 7048907
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| English | Convergence of numerical solutions to stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7048907 |
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Convergence of numerical solutions to stochastic differential equations with Markovian switching (English)
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29 April 2019
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stochastic differential equations
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Markovian switching
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generalized Itô formula
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simulation
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numerical approximations
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1.0000004
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0.9804373
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0.9705865
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0.9647641
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0.9645169
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0.9549389
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0.95354635
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0.9464936
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