Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions |
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Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (English)
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26 July 2019
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strong convergence
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stochastic differential equation
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Markovian switching
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jump-diffusion
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non-Lipschitz conditions
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one-sided Lipschitz condition
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