Journal article 1165 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
Full text not available from this repository: check for access using links below.
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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
1 |
| Start Page: |
29 |
| End Page: |
48 |