Pages that link to "Item:Q425955"
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The following pages link to Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955):
Displaying 18 items.
- Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
- Diffusion approximation of nonhomogeneous switching processes and its application to rate of convergence analysis of computational procedures (Q1280949) (← 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)
- Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
- Analysis of a stochastic Holling type II predator-prey model under regime switching (Q1988540) (← links)
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
- Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
- On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459) (← links)
- Strong convergence rate for slow-fast stochastic differential equations with Markovian switching (Q2697311) (← links)
- Pathwise convergence rate for numerical solutions of stochastic differential equations (Q2882363) (← links)
- Stability in Distribution of Path-Dependent Hybrid Diffusion (Q4965178) (← links)
- Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
- Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)