Strong solutions of a class of hybrid diffusion processes with state-dependent regime-switching (Q465080)
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scientific article; zbMATH DE number 6362746
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| English | Strong solutions of a class of hybrid diffusion processes with state-dependent regime-switching |
scientific article; zbMATH DE number 6362746 |
Statements
Strong solutions of a class of hybrid diffusion processes with state-dependent regime-switching (English)
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31 October 2014
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hybrid diffusion
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numerical algorithm
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convergence
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strong solution
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0.8586480617523193
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0.830547571182251
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0.8303270936012268
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0.8132041692733765
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