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11/21/2022
On Itô-Taylor expansion for stochastic differential equations with Markovian switching and its application in γ∈{n/2:n ∈ℕ}-order scheme
The coefficients of the stochastic differential equations with Markovian...
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09/17/2019
On Explicit Tamed Milstein-type scheme for Stochastic Differential Equation with Markovian Switching
We propose a new tamed Milstein-type scheme for stochastic differential ...
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09/17/2019