Convergence and stability of numerical solution to SDEs with Markovian switching (Q5490436)
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scientific article; zbMATH DE number 5059885
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| English | Convergence and stability of numerical solution to SDEs with Markovian switching |
scientific article; zbMATH DE number 5059885 |
Statements
4 October 2006
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Mean-square stability
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Euler method
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0.8549166917800903
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0.8545083403587341
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0.8502592444419861
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0.8475741744041443
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