The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322)
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scientific article; zbMATH DE number 7606614
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| English | The truncated Milstein method for super-linear stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7606614 |
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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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0.8310757875442505
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0.8195215463638306
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0.8092684745788574
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0.8053302764892578
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