@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} }