The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322)
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| Language | Label | Description | Also known as |
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| English | The truncated Milstein method for super-linear stochastic differential equations with Markovian switching |
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The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (English)
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25 October 2022
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stochastic differential equation
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Milstein method
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Khasminskii-type condition
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strong convergence
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Markovian switching
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