Convergence of numerical solutions to stochastic differential equations with Markovian switching
type: Item
instance of: scholarly article
title: Convergence of numerical solutions to stochastic differential equations with Markovian switching
zbMATH Open document ID: 1426.65007
author: Zhencheng Fan
published in: Applied Mathematics and Computation
publication date: 2019-04-29T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 7048907
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Markovian switching
zbMATH Keywords: generalized Itô formula
zbMATH Keywords: simulation
zbMATH Keywords: numerical approximations
MaRDI profile type: Publication
full work available at URL: j.amc.2017.07.061
OpenAlex ID: W2744929052
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DOI: 10.1016/J.AMC.2017.07.061
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description: scientific article; zbMATH DE number 7048907