Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504)
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scientific article; zbMATH DE number 5152354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching |
scientific article; zbMATH DE number 5152354 |
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Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (English)
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14 May 2007
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stochastic delay differential equation
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Poisson jump
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Markovian switching
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Euler approximation
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numerical examples
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convergence
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