"The rate of Lp-convergence for the Euler-Maruyama method of the stochastic ..."

Minghui Song, Yuhang Zhang, Mingzhu Liu (2022)

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DOI: 10.48550/ARXIV.2208.13174

access: open

type: Informal or Other Publication

metadata version: 2022-09-01

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  - journals/corr/abs-2208-13174
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  - https://dblp.org/rec/journals/corr/abs-2208-13174
Minghui Song, Yuhang Zhang, Mingzhu Liu:
The rate of Lp-convergence for the Euler-Maruyama method of the stochastic differential equations with Markovian switching. CoRR abs/2208.13174 (2022)

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