Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
From MaRDI portal
Publication:425955
DOI10.1016/j.nonrwa.2011.09.012zbMath1239.65004OpenAlexW2090460594MaRDI QIDQ425955
Publication date: 10 June 2012
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.09.012
stochastic differential equationnumerical methodstrong invariance principlepathwise weak approximation
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