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Markov switching type numerical stability of stochastic differential equations

Author: WangYaoCe
Tutor: HuLiangJian
School: Donghua University
Course: Applied Mathematics
Keywords: Markov chain Euler-Maruyama method Milstein method Strong first-order explicit method Almost surely exponential stability p moment exponential stability
CLC: O211.63
Type: Master's thesis
Year: 2011
Downloads: 72
Quote: 0
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Abstract


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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Stochastic differential equation
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