Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321)
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scientific article; zbMATH DE number 7032444
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tamed-Euler method for hybrid stochastic differential equations with Markovian switching |
scientific article; zbMATH DE number 7032444 |
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Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (English)
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6 March 2019
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Tamed-Euler scheme
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switching diffusion
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stochastic differential equation
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convergence
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rate of convergence
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0.91546774
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0.89436066
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0.8938691
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0.8935288
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0.89342505
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0.8909061
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