@InProceedings{hofmann:DagSemProc.04401.16,
author = {Hofmann, Norbert},
title = {{Upper Error Bounds for Approximations of Stochastic Differential Equations with Markovian Switching}},
booktitle = {Algorithms and Complexity for Continuous Problems},
pages = {1--2},
series = {Dagstuhl Seminar Proceedings (DagSemProc)},
ISSN = {1862-4405},
year = {2005},
volume = {4401},
editor = {Thomas M\"{u}ller-Gronbach and Erich Novak and Knut Petras and Joseph F. Traub},
publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
address = {Dagstuhl, Germany},
URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.04401.16},
URN = {urn:nbn:de:0030-drops-1422},
doi = {10.4230/DagSemProc.04401.16},
annote = {Keywords: stochastic differential equations with Markovian switching , Markov chains , numerical methods , Euler scheme , Milstein scheme}
}