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The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

Xiaoyue Li, Qianlin Ma, Hongfu Yang, Chenggui Yuan Orcid Logo

SIAM Journal on Numerical Analysis, Volume: 56, Issue: 3, Pages: 1435 - 1455

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1137/17m1143927

Published in: SIAM Journal on Numerical Analysis
ISSN: 0036-1429 1095-7170
Published: Society for Industrial & Applied Mathematics (SIAM) 2018
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URI: https://cronfa.swan.ac.uk/Record/cronfa40078
first_indexed 2018-05-09T19:35:58Z
last_indexed 2020-06-29T18:53:54Z
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spelling 2020-06-29T18:48:24.9399376 v2 40078 2018-05-09 The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2018-05-09 MACS Journal Article SIAM Journal on Numerical Analysis 56 3 1435 1455 Society for Industrial & Applied Mathematics (SIAM) 0036-1429 1095-7170 1 1 2018 2018-01-01 10.1137/17m1143927 http://dx.doi.org/10.1137/17m1143927 COLLEGE NANME Mathematics and Computer Science School COLLEGE CODE MACS Swansea University 2020-06-29T18:48:24.9399376 2018-05-09T17:16:03.7563297 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Xiaoyue Li 1 Qianlin Ma 2 Hongfu Yang 3 Chenggui Yuan 0000-0003-0486-5450 4 0040078-24072018130236.pdf CY_Siam_Journal_Numerical_Analysis.pdf 2018-07-24T13:02:36.8970000 Output 1520724 application/pdf Accepted Manuscript true 2018-07-24T00:00:00.0000000 true eng
title The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
spellingShingle The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
Chenggui Yuan
title_short The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_full The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_fullStr The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_full_unstemmed The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_sort The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Xiaoyue Li
Qianlin Ma
Hongfu Yang
Chenggui Yuan
format Journal article
container_title SIAM Journal on Numerical Analysis
container_volume 56
container_issue 3
container_start_page 1435
publishDate 2018
institution Swansea University
issn 0036-1429
1095-7170
doi_str_mv 10.1137/17m1143927
publisher Society for Industrial & Applied Mathematics (SIAM)
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url http://dx.doi.org/10.1137/17m1143927
document_store_str 1
active_str 0
published_date 2018-01-01T04:21:48Z
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score 11.089407

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