First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient

Fuente: arXiv

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Bibliographic Details
Main Authors:	Vashistha, Divyanshu, Kumar, Chaman
Format:	Preprint
Published:	2025
Subjects:	Probability Numerical Analysis 60H35, 65L20, 60H10, 65C30, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.06658