Pages that link to "Item:Q1730321"
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The following pages link to Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321):
Displaying 21 items.
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725) (← links)
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
- Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
- Probabilistic reachability and control synthesis for stochastic switched systems using the tamed Euler method (Q2178210) (← 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)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- Exponential stability of the semi-tamed Euler scheme for the stochastic age-dependent population system with Markov switching (Q2823498) (← links)
- Numerical solutions of jump diffusions with Markovian switching (Q2886611) (← links)
- The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← 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)
- Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)
- Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching (Q6550277) (← links)
