Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753)
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scientific article; zbMATH DE number 5703157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching |
scientific article; zbMATH DE number 5703157 |
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Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (English)
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2 May 2010
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phase semi-Markov process
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the theta method
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Poisson process
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convergence
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