Journal article 1623 views
Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
C. Yuan,
X. Mao,
Chenggui Yuan 
Journal of Difference Equations and Applications, Volume: 11, Issue: 1, Pages: 29 - 48
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1080/10236190412331314150
Abstract
Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
| Published in: | Journal of Difference Equations and Applications |
|---|---|
| Published: |
2005
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa23945 |
| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
1 |
| Start Page: |
29 |
| End Page: |
48 |