Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Jan 01, 2017
- Source ID
- 10.1137/16m1084730
Entities
People
- Dung Tien Nguyen
- Gang George Yin
- Son Luu Nguyen
- Tuan A. Hoang
Organizations
- Army Research Office
- National Foundation for Science and Technology Development
- Puerto Rico Sea Grant