Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267)
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scientific article; zbMATH DE number 7732704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7732704 |
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Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (English)
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31 August 2023
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stochastic differential equations with piecewise continuous arguments
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Markov chain
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tamed Euler method
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convergence
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rate of convergence
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