@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} }
The metadata provided by Dagstuhl Publishing on its webpages, as well as their export formats (such as XML or BibTeX) available at our website, is released under the CC0 1.0 Public Domain Dedication license. That is, you are free to copy, distribute, use, modify, transform, build upon, and produce derived works from our data, even for commercial purposes, all without asking permission. Of course, we are always happy if you provide a link to us as the source of the data.
Read the full CC0 1.0 legal code for the exact terms that apply: https://creativecommons.org/publicdomain/zero/1.0/legalcode
Feedback for Dagstuhl Publishing