Yuan, C., Yuan, C., & Mao, X. (2005). Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence. Journal of Difference Equations and Applications, 11(1), pp. 29-48. doi:10.1080/10236190412331314150

Yuan, Chenggui, C. Yuan, and X. Mao. "Stationary Distributions of Euler–Maruyama-type Stochastic Difference Equations With Markovian Switching and Their Convergence." Journal of Difference Equations and Applications 11, no. 1 (2005): 29-48.

Yuan, Chenggui, C. Yuan, and X. Mao. "Stationary Distributions of Euler–Maruyama-type Stochastic Difference Equations With Markovian Switching and Their Convergence." Journal of Difference Equations and Applications 11.1 (2005): 29-48.