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: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa1636 |
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2018-02-09T04:29:04Z |
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| spelling |
2015-10-24T18:18:34.9546464 v2 1636 2011-10-01 Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2011-10-01 SMA Journal Article Mathematics and Computers in Simulation 64 2 223 235 0378-4754 31 12 2004 2004-12-31 10.1016/j.matcom.2003.09.001 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2015-10-24T18:18:34.9546464 2011-10-01T00:00:00.0000000 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Chenggui Yuan 0000-0003-0486-5450 1 Xuerong Mao 2 |
| title |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching |
| spellingShingle |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching Chenggui Yuan |
| title_short |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching |
| title_full |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching |
| title_fullStr |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching |
| title_full_unstemmed |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching |
| title_sort |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching |
| author_id_str_mv |
22b571d1cba717a58e526805bd9abea0 |
| author_id_fullname_str_mv |
22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
| author |
Chenggui Yuan |
| author2 |
Chenggui Yuan Xuerong Mao |
| format |
Journal article |
| container_title |
Mathematics and Computers in Simulation |
| container_volume |
64 |
| container_issue |
2 |
| container_start_page |
223 |
| publishDate |
2004 |
| institution |
Swansea University |
| issn |
0378-4754 |
| doi_str_mv |
10.1016/j.matcom.2003.09.001 |
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Faculty of Science and Engineering |
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facultyofscienceandengineering |
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Faculty of Science and Engineering |
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facultyofscienceandengineering |
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Faculty of Science and Engineering |
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School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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2004-12-31T03:04:24Z |
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11.037056 |