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Showing 1 to 1 of 1 for “"Stochastic differential equations with Markovian switching"”.
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Adaptive mesh construction for the numerical solution of stochastic differential equations with Markovian switching
… approach to the numerical solution of nonlinear stochastic differential equations with Markovian switching. Such equations describe the stochastic dynamics of processes where the drift and diffusion coefficients are subject to random state changes according to a Markov chain with finite state …