No Cover Image

Journal article 1332 views

Numerical method for stationary distribution of stochastic differential equations with Markovian switching

Xuerong Mao, Chenggui Yuan Orcid Logo, G. Yin

Journal of Computational and Applied Mathematics, Volume: 174, Issue: 1, Pages: 1 - 27

Swansea University Author: Chenggui Yuan Orcid Logo

Full text not available from this repository: check for access using links below.

DOI (Published version): 10.1016/j.cam.2004.03.016

Published in: Journal of Computational and Applied Mathematics
Published: 2005
URI: https://cronfa.swan.ac.uk/Record/cronfa23946
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2015-10-25T00:53:32Z
last_indexed 2018-02-09T05:03:14Z
id cronfa23946
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2015-10-24T18:10:15.7326462</datestamp><bib-version>v2</bib-version><id>23946</id><entry>2015-10-24</entry><title>Numerical method for stationary distribution of stochastic differential equations with Markovian switching</title><swanseaauthors><author><sid>22b571d1cba717a58e526805bd9abea0</sid><ORCID>0000-0003-0486-5450</ORCID><firstname>Chenggui</firstname><surname>Yuan</surname><name>Chenggui Yuan</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2015-10-24</date><deptcode>SMA</deptcode><abstract/><type>Journal Article</type><journal>Journal of Computational and Applied Mathematics</journal><volume>174</volume><journalNumber>1</journalNumber><paginationStart>1</paginationStart><paginationEnd>27</paginationEnd><publisher/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2005</publishedYear><publishedDate>2005-12-31</publishedDate><doi>10.1016/j.cam.2004.03.016</doi><url/><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2015-10-24T18:10:15.7326462</lastEdited><Created>2015-10-24T18:10:15.7326462</Created><path><level id="1">Faculty of Science and Engineering</level><level id="2">School of Mathematics and Computer Science - Mathematics</level></path><authors><author><firstname>Xuerong</firstname><surname>Mao</surname><order>1</order></author><author><firstname>Chenggui</firstname><surname>Yuan</surname><orcid>0000-0003-0486-5450</orcid><order>2</order></author><author><firstname>G.</firstname><surname>Yin</surname><order>3</order></author></authors><documents/><OutputDurs/></rfc1807>
spelling 2015-10-24T18:10:15.7326462 v2 23946 2015-10-24 Numerical method for stationary distribution of stochastic differential equations with Markovian switching 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-10-24 SMA Journal Article Journal of Computational and Applied Mathematics 174 1 1 27 31 12 2005 2005-12-31 10.1016/j.cam.2004.03.016 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2015-10-24T18:10:15.7326462 2015-10-24T18:10:15.7326462 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Xuerong Mao 1 Chenggui Yuan 0000-0003-0486-5450 2 G. Yin 3
title Numerical method for stationary distribution of stochastic differential equations with Markovian switching
spellingShingle Numerical method for stationary distribution of stochastic differential equations with Markovian switching
Chenggui Yuan
title_short Numerical method for stationary distribution of stochastic differential equations with Markovian switching
title_full Numerical method for stationary distribution of stochastic differential equations with Markovian switching
title_fullStr Numerical method for stationary distribution of stochastic differential equations with Markovian switching
title_full_unstemmed Numerical method for stationary distribution of stochastic differential equations with Markovian switching
title_sort Numerical method for stationary distribution of stochastic differential equations with Markovian switching
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Xuerong Mao
Chenggui Yuan
G. Yin
format Journal article
container_title Journal of Computational and Applied Mathematics
container_volume 174
container_issue 1
container_start_page 1
publishDate 2005
institution Swansea University
doi_str_mv 10.1016/j.cam.2004.03.016
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
_version_ 1763751074818162688
score 11.0267

Similar Items