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Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching.

Chenggui YuanXuerong Mao
Published in: Math. Comput. Simul. (2004)
Keyphrases
  • pairwise
  • cost function
  • probabilistic model
  • multiscale
  • error rate
  • dynamic programming
  • edge detection
  • mathematical model