The numerical solutions of stochastic differential equations with variable delay and Markovian switching (Q3072797)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5845853
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The numerical solutions of stochastic differential equations with variable delay and Markovian switching |
scientific article; zbMATH DE number 5845853 |
Statements
5 February 2011
0 references
delay
0 references
Markovian switching
0 references
Euler method
0 references
Lipschitz condition
0 references
strong convergence
0 references
0.8488305807113647
0 references
0.8477236032485962
0 references
0.8430973887443542
0 references
0.8410851359367371
0 references
