Stochastic Differential Equations with Markovian Switching
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Publication:5493416
DOI10.1142/p473zbMath1126.60002OpenAlexW2900812847MaRDI QIDQ5493416
Publication date: 23 October 2006
Full work available at URL: https://doi.org/10.1142/p473
numerical methodsstochastic functional differential equations with Markovian switchingstochastic differential equations with Markovian switchingstochastic differential equations with delay with Markovian switching
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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