On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in \gamma\in\{n/2:n \in\mathbb{N}\}-order scheme

MaRDI QIDQ7147772arXivFDO

Authors Tejinder Kumar, Chaman Kumar

Publication date 2022

Published in arXiv

arXiv classification

math.PR

This page was built for publication: On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in $\gamma\in\{n/2:n \in\mathbb{N}\}$-order scheme

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7147772)