Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753)

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scientific article; zbMATH DE number 5703157
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Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
scientific article; zbMATH DE number 5703157

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    Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (English)
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    2 May 2010
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    phase semi-Markov process
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    the theta method
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    Poisson process
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    convergence
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