On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858)
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| Language | Label | Description | Also known as |
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| English | On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching |
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On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (English)
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30 April 2020
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Markovian switching
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tamed Milstein-type scheme
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rate of strong convergence
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super-linear coefficient
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