Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching.
La-sheng WangHong XuePublished in: Appl. Math. Comput. (2007)
Keyphrases
- numerical solution
- differential equations
- partial differential equations
- nonlinear equations
- finite difference
- low order
- finite element
- difference equations
- numerical methods
- fractional brownian motion
- exact solution
- markov chain
- curve evolution
- object recognition
- dynamical systems
- level set
- linear programming
- control system