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The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

Xiaoyue Li, Qianlin Ma, Hongfu Yang, Chenggui Yuan Orcid Logo

SIAM Journal on Numerical Analysis, Volume: 56, Issue: 3, Pages: 1435 - 1455

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1137/17m1143927

Published in: SIAM Journal on Numerical Analysis
ISSN: 0036-1429 1095-7170
Published: Society for Industrial & Applied Mathematics (SIAM) 2018
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College: Faculty of Science and Engineering
Issue: 3
Start Page: 1435
End Page: 1455