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Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence

C. Yuan, X. Mao, Chenggui Yuan Orcid Logo

Journal of Difference Equations and Applications, Volume: 11, Issue: 1, Pages: 29 - 48

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1080/10236190412331314150

Published in: Journal of Difference Equations and Applications
Published: 2005
URI: https://cronfa.swan.ac.uk/Record/cronfa23945
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first_indexed 2015-10-25T00:53:32Z
last_indexed 2018-02-09T05:03:14Z
id cronfa23945
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spelling 2015-10-24T18:08:14.4410912 v2 23945 2015-10-24 Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-10-24 SMA Journal Article Journal of Difference Equations and Applications 11 1 29 48 31 12 2005 2005-12-31 10.1080/10236190412331314150 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2015-10-24T18:08:14.4410912 2015-10-24T18:08:14.4410912 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics C. Yuan 1 X. Mao 2 Chenggui Yuan 0000-0003-0486-5450 3
title Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
spellingShingle Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
Chenggui Yuan
title_short Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
title_full Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
title_fullStr Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
title_full_unstemmed Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
title_sort Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 C. Yuan
X. Mao
Chenggui Yuan
format Journal article
container_title Journal of Difference Equations and Applications
container_volume 11
container_issue 1
container_start_page 29
publishDate 2005
institution Swansea University
doi_str_mv 10.1080/10236190412331314150
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
document_store_str 0
active_str 0
published_date 2005-12-31T03:28:20Z
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score 11.016235

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