Pages that link to "Item:Q5347527"
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The following pages link to Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527):
Displayed 18 items.
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
- Ergodic property of the chemostat: a stochastic model under regime switching and with general response function (Q1690515) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Maximum cross section method in the filtering problem for continuous systems with Markovian switching (Q1983514) (← links)
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
- The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
- Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
- Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
- Numerical Methods for Controlled Switching Diffusions (Q3297417) (← links)
- (Q4965807) (← links)
- (Q4986658) (← links)
- (Q5071330) (← links)
- Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching (Q6052182) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- (Q6141903) (← links)
- Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)