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scientific article; zbMATH DE number 5238323
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5238323 |
Statements
22 February 2008
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stochastic differential equations
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Markovian switching
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local Lipschitz condition
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Euler-Maruyama method
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numerical methods
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strong mean square convergence
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Markov chains
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Brownian motion
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