"Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with Hölder Coefficients" by Dung T. Nguyen and Son L. Nguyen

Article Title

Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with Hölder Coefficients

Authors

Dung T. Nguyen, Department of Applied Mathematics, Faculty of Applied Science, HCMC University of Technology, VietnamFollow
Son L. Nguyen, Department of Mathematics, University of Puerto Rico-Rio Piedras, San Juan, PR 00936Follow

DOI

10.31390/cosa.13.3.04

Recommended Citation

Nguyen, Dung T. and Nguyen, Son L. (2019) "Euler-Maruyama Method for Regime Switching Stochastic Differential Equations with Hölder Coefficients," Communications on Stochastic Analysis: Vol. 13: No. 3, Article 4.
DOI: 10.31390/cosa.13.3.04
Available at: https://repository.lsu.edu/cosa/vol13/iss3/4

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