EULER SCHEME FOR SOME SDEs WITH FRACTIONAL NOISE AND MARKOV SWITCHING

Keyphrases

• Stochastic Differential Equations 100%
• Markov Switching 100%
• Fractional Noise 100%
• Unique Solution 50%
• Convergence Rate 50%
• Strong Convergence 50%
• Multiplicative Noise 50%
• Numerical Approximation 50%
• Hurst Parameter 50%
• Fractional Brownian Motion 50%
• Euler Scheme 50%
• H-1-2 50%
• Finite-time Interval 50%
• Convergence of the Scheme 50%
• One-dimensional Equations 50%

INIS

• convergence 100%
• differential equations 100%
• noise 100%
• stochastic processes 100%
• markov process 100%
• applications 50%
• simulation 50%
• solutions 50%
• equations 50%
• approximations 50%
• additives 50%
• one-dimensional calculations 50%
• brownian movement 50%

Mathematics

• Stochastic Differential Equation 100%
• unique solution φ 50%
• Strong Convergence 50%
• Convergence Rate 50%
• Numerical Approximation 50%
• Hurst Parameter 50%
• Fractional Brownian Motion 50%
• Euler Scheme 50%
• Multiplicative Noise 50%