Journal article 1356 views
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching
Chenggui Yuan 
,
Xuerong Mao
,
Xuerong Mao
Mathematics and Computers in Simulation, Volume: 64, Issue: 2, Pages: 223 - 235
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1016/j.matcom.2003.09.001
Abstract
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching
| Published in: | Mathematics and Computers in Simulation |
|---|---|
| ISSN: | 0378-4754 |
| Published: |
2004
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa1636 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
2 |
| Start Page: |
223 |
| End Page: |
235 |