An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044)

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scientific article; zbMATH DE number 5705808
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An analytic approximation of solutions of stochastic differential delay equations with Markovian switching
scientific article; zbMATH DE number 5705808

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    An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (English)
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    8 May 2010
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    Taylor approximation
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    strong convergence
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    Markovian switching
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    stochastic differential delay equation
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