Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients |
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Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (English)
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5 August 2022
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stochastic switched systems
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locally Hölder continuous
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tamed Euler-Maruyama scheme
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strong rates of convergence
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