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

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Vashistha, Divyanshu, Kumar, Chaman
Formato:	Preprint
Publicado:	2025
Materias:	Probability Numerical Analysis 60H35, 65L20, 60H10, 65C30, 60J60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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