Convergence of the Euler–Maruyama method
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Chenggui Yuan; Xuerong Mao
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Article
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2004
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Elsevier Science
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English
⚖ 133 KB
Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Most of