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Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching.
Son Luu Nguyen
Tuan Anh Hoang
Dung T. Nguyen
George Yin
Published in:
SIAM J. Numer. Anal. (2017)
Keyphrases
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numerical solution
differential equations
stochastic differential equations
partial differential equations
finite element
curve evolution
computer vision
markov chain
numerical methods
linear systems
ordinary differential equations