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The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
Xiaoyue Li,
Qianlin Ma,
Hongfu Yang,
Chenggui Yuan 
SIAM Journal on Numerical Analysis, Volume: 56, Issue: 3, Pages: 1435 - 1455
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1137/17m1143927
Abstract
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
| Published in: | SIAM Journal on Numerical Analysis |
|---|---|
| ISSN: | 0036-1429 1095-7170 |
| Published: |
Society for Industrial & Applied Mathematics (SIAM)
2018
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa40078 |
| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
3 |
| Start Page: |
1435 |
| End Page: |
1455 |