Journal article 1728 views
Numerical method for stationary distribution of stochastic differential equations with Markovian switching
Xuerong Mao,
Chenggui Yuan 
,
G. Yin
,
G. Yin
Journal of Computational and Applied Mathematics, Volume: 174, Issue: 1, Pages: 1 - 27
Swansea University Author:
Chenggui Yuan
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.cam.2004.03.016
Abstract
Numerical method for stationary distribution of stochastic differential equations with Markovian switching
| Published in: | Journal of Computational and Applied Mathematics |
|---|---|
| Published: |
2005
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa23946 |
| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
1 |
| Start Page: |
1 |
| End Page: |
27 |