scientific article; zbMATH DE number 5238323

zbMath1153.34050MaRDI QIDQ5443884

Xuerong Mao, Chenggui Yuan

Publication date: 22 February 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chainsBrownian motionnumerical methodsstochastic differential equationsMarkovian switchinglocal Lipschitz conditionEuler-Maruyama methodstrong mean square convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching

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