Journal article 1067 views 231 downloads
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 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
3 |
| Start Page: |
1435 |
| End Page: |
1455 |