Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching

标题
Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching
作者
关键词
-
出版物
SIAM JOURNAL ON NUMERICAL ANALYSIS
Volume 55, Issue 2, Pages 953-979
出版商
Society for Industrial & Applied Mathematics (SIAM)
发表日期
2017-04-18
DOI
10.1137/16m1084730

向作者/读者发起求助以获取更多资源

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation