Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching
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Cited in
(30)- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
- Ergodic property of the chemostat: a stochastic model under regime switching and with general response function
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
- Maximum cross section method in the filtering problem for continuous systems with Markovian switching
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching
- The truncated Milstein method for super-linear stochastic differential equations with Markovian switching
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching
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