An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
From MaRDI portal
Publication:970044
DOI10.1016/j.mcm.2009.07.006zbMath1185.65009MaRDI QIDQ970044
Publication date: 8 May 2010
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.mcm.2009.07.006
strong convergence; Taylor approximation; Markovian switching; stochastic differential delay equation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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