Approximations of the Euler–Maruyama Method of Stochastic Differential Equations with Regime Switching
This work focuses on a class of regime-switching diffusion processes with both continuous components and discrete components. Under suitable conditions, we adopt the Euler–Maruyama method to deal with the convergence of numerical solutions of the corresponding stochastic differential equations. More...
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| Natura: | Artigo |
| Lingua: | Inglês |
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MDPI AG
2024-06-01
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| Serie: | Mathematics |
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| Accesso online: | https://www.mdpi.com/2227-7390/12/12/1819 |
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