Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121)
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scientific article; zbMATH DE number 7422827
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| English | Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7422827 |
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Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (English)
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9 November 2021
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stochastic differential equation
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Markov process
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monotone condition
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mean square convergence
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small noise
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0.8491966724395752
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0.8459054827690125
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0.8437486886978149
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0.8372244834899902
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