Numerical solutions of stochastic differential equations with multi-Markovian switching (Q2924106)

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scientific article; zbMATH DE number 6364603
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Numerical solutions of stochastic differential equations with multi-Markovian switching
scientific article; zbMATH DE number 6364603

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    3 November 2014
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    stochastic differential equations with multi-Markovian switching
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    Euler-Maruyama scheme
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    convergence
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    Numerical solutions of stochastic differential equations with multi-Markovian switching (English)
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