Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955)

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English	Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations	scientific article

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scholarly article

Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (English)

Nonlinear Analysis. Real World Applications

publication date

10 June 2012

zbMATH Keywords

stochastic differential equation

numerical method

pathwise weak approximation

strong invariance principle

MaRDI profile type

MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.nonrwa.2011.09.012

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zbMATH Open document ID

Mathematics Subject Classification ID

zbMATH DE Number

10.1016/J.NONRWA.2011.09.012

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Mathematics(1 entry)

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