Adaptive Mesh Construction for the Numerical Solution of Stochastic Differential Equations with Markovian Switching

2026 Open access

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Authors: Cónall Kelly, Kate O'Donovan

DOI: 10.1007/978-981-95-7310-3_3

Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Differential Equations and Numerical Methods Advanced Mathematical Modeling in Engineering