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"Milstein-Type Procedures for Numerical Solutions of Stochastic ..."

Son Luu Nguyen et al. (2017)

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DOI: 10.1137/16M1084730

access: closed

type: Journal Article

metadata version: 2021-06-01

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  - https://dblp.org/rec/journals/siamnum/NguyenHNY17
Son Luu Nguyen, Tuan Anh Hoang, Dung T. Nguyen, George Yin:
Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching. SIAM J. Numer. Anal. 55(2): 953-979 (2017)

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