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
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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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