Um Método de Segunda Ordem Fraca para Equações Diferenciais Estocásticas com Saltos Markovianos

Autores/as

  • Lucas E. Mieri CMCC/UFABC
  • Saul. C. Leite CMCC/UFABC

Resumen

Soluções de Equações Diferenciais Estocásticas Hibridas (EDEH) são muito empregadas paramodelar sistemas compostos por duas partes, uma tomando valores que variam de forma contínua e outra tomando valores em um conjunto discreto. [...]

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Citas

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Publicado

2021-12-20

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