Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations |
scientific article; zbMATH DE number 6044739
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations |
scientific article; zbMATH DE number 6044739 |
Statements
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (English)
0 references
10 June 2012
0 references
stochastic differential equation
0 references
numerical method
0 references
pathwise weak approximation
0 references
strong invariance principle
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8637425303459167
0 references
0.8539569973945618
0 references
0.8412448763847351
0 references
0.8399494886398315
0 references
0.8259525299072266
0 references
