Euler approximated solutions of hybrid stochastic differential equations perturbed by Lévy noise (Q2923836)

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scientific article; zbMATH DE number 6364374
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Euler approximated solutions of hybrid stochastic differential equations perturbed by Lévy noise
scientific article; zbMATH DE number 6364374

    Statements

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    3 November 2014
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    stochastic differential equations
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    Markovian switching
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    Lévy jumps
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    Euler approximated solutions
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    non-Lipschitz conditions
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    convergence
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    Euler approximated solutions of hybrid stochastic differential equations perturbed by Lévy noise (English)
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