Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
type: Item
instance of: scholarly article
title: Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
zbMATH Open document ID: 1416.65032
author: George Yin
author: Dung T. Nguyen
author: Son Luu Nguyen
author: Tuan Anh Hoang
published in: Nonlinear Analysis. Hybrid Systems
publication date: 2019-03-06T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7032444
zbMATH Keywords: Tamed-Euler scheme
zbMATH Keywords: switching diffusion
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: convergence
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: j.nahs.2018.04.003
OpenAlex ID: W2803007813
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DOI: 10.1016/J.NAHS.2018.04.003
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description: scientific article; zbMATH DE number 7032444