Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376)
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scientific article; zbMATH DE number 7826855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise |
scientific article; zbMATH DE number 7826855 |
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Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (English)
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2 April 2024
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Itô's formula
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Milstein scheme
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SDEs with Markovian switching and Lévy noise
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rate of convergence
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