Numerical solution to hybrid stochastic differential systems

Stochastic Analysis and Applications

Volumn 26, Issue 2, 2008, Pages 338-356

  Pederson, S ^a   Sambandham, M ^a  

^a MOREHOUSE COLLEGE   (United States)

Author keywords

Hybrid systems; It type equations; Numerical stability; Stochastic differential equations; Uniform convergence

Indexed keywords

EID: 40549121627     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701857293     Document Type: Article

References (16)

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