Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504)

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scientific article; zbMATH DE number 5152354
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    Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
    scientific article; zbMATH DE number 5152354

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      Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (English)
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      14 May 2007
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      stochastic delay differential equation
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      Poisson jump
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      Markovian switching
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      Euler approximation
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      numerical examples
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      convergence
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