Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of numerical solutions to stochastic differential equations with Markovian switching |
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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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