A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663)

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A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching
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    A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (English)
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    3 June 2021
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    stochastic differential equation with Markovian switching
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    Milstein-type scheme
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    rate of strong convergence
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