arXiv (All)
open access
Numerical approximation for stochastic differential equations with state-dependent fast switching
This paper aims to develop efficient numerical approximations for a class of stochastic differential equations with state-dependent fast switching processes. The direct Euler--Maruyama (EM) scheme fails when the scaling parameter is small. Based on the heterogeneous multiscale method of \cite{e2005a
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Order elevation of directly self-starting sub-step implicit integrators for transient dynamics#997139
- Rough backward stochastic differential equations#998407
- Advanced Partial Differential Equations with Applications#3642
- Locally implicit and stabilized explicit time schemes for transient visco-elastic wave propagation problems#14246
- Stability Regions and Bifurcations for Higher-Order Fractional Difference Equations#652240
Record · ID 1012720
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive