Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise.

Details

Language :

English

ISSN :

0022247X

Volume :

536

Issue :

1

Database :

Academic Search Index

Journal :

Journal of Mathematical Analysis & Applications

Publication Type :

Academic Journal

Accession number :

176230812

Full Text :

https://doi.org/10.1016/j.jmaa.2024.128175