Strong predictor-corrector Euler-Maruyama methods for stochastic differential equations with Markovian switching

Haibo Li, Lili Xiao, Jun Ye. Strong predictor-corrector Euler-Maruyama methods for stochastic differential equations with Markovian switching. J. Computational Applied Mathematics, 237(1):5-17, 2013. [doi]

Abstract

Abstract is missing.