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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

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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
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first_indexed 2015-10-25T00:53:32Z
last_indexed 2018-02-09T05:03:14Z
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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
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active_str 0
published_date 2005-12-31T03:28:20Z
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