Numerical Methods for Controlled Switching Diffusions

G. Yin, C. Zhang, L. Y. Wang. Numerical Methods for Controlled Switching Diffusions. In Ivan Lirkov, Svetozar Margenov, editors, Large-Scale Scientific Computing - 11th International Conference, LSSC 2017, Sozopol, Bulgaria, June 5-9, 2017, Revised Selected Papers. Volume 10665 of Lecture Notes in Computer Science, pages 33-44, Springer, 2017. [doi]

Abstract

Abstract is missing.