No Cover Image

Journal article 974 views 216 downloads

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

Check full text

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
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa40078
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2018-05-09T19:35:58Z
last_indexed 2020-06-29T18:53:54Z
id cronfa40078
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2020-06-29T18:48:24.9399376</datestamp><bib-version>v2</bib-version><id>40078</id><entry>2018-05-09</entry><title>The Numerical Invariant Measure 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>2018-05-09</date><deptcode>SMA</deptcode><abstract/><type>Journal Article</type><journal>SIAM Journal on Numerical Analysis</journal><volume>56</volume><journalNumber>3</journalNumber><paginationStart>1435</paginationStart><paginationEnd>1455</paginationEnd><publisher>Society for Industrial &amp; Applied Mathematics (SIAM)</publisher><issnPrint>0036-1429</issnPrint><issnElectronic>1095-7170</issnElectronic><keywords/><publishedDay>1</publishedDay><publishedMonth>1</publishedMonth><publishedYear>2018</publishedYear><publishedDate>2018-01-01</publishedDate><doi>10.1137/17m1143927</doi><url>http://dx.doi.org/10.1137/17m1143927</url><notes/><college>COLLEGE NANME</college><department>Mathematics</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>SMA</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2020-06-29T18:48:24.9399376</lastEdited><Created>2018-05-09T17:16:03.7563297</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>Xiaoyue</firstname><surname>Li</surname><order>1</order></author><author><firstname>Qianlin</firstname><surname>Ma</surname><order>2</order></author><author><firstname>Hongfu</firstname><surname>Yang</surname><order>3</order></author><author><firstname>Chenggui</firstname><surname>Yuan</surname><orcid>0000-0003-0486-5450</orcid><order>4</order></author></authors><documents><document><filename>0040078-24072018130236.pdf</filename><originalFilename>CY_Siam_Journal_Numerical_Analysis.pdf</originalFilename><uploaded>2018-07-24T13:02:36.8970000</uploaded><type>Output</type><contentLength>1520724</contentLength><contentType>application/pdf</contentType><version>Accepted Manuscript</version><cronfaStatus>true</cronfaStatus><embargoDate>2018-07-24T00:00:00.0000000</embargoDate><copyrightCorrect>true</copyrightCorrect><language>eng</language></document></documents><OutputDurs/></rfc1807>
spelling 2020-06-29T18:48:24.9399376 v2 40078 2018-05-09 The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2018-05-09 SMA Journal Article SIAM Journal on Numerical Analysis 56 3 1435 1455 Society for Industrial & Applied Mathematics (SIAM) 0036-1429 1095-7170 1 1 2018 2018-01-01 10.1137/17m1143927 http://dx.doi.org/10.1137/17m1143927 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2020-06-29T18:48:24.9399376 2018-05-09T17:16:03.7563297 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Xiaoyue Li 1 Qianlin Ma 2 Hongfu Yang 3 Chenggui Yuan 0000-0003-0486-5450 4 0040078-24072018130236.pdf CY_Siam_Journal_Numerical_Analysis.pdf 2018-07-24T13:02:36.8970000 Output 1520724 application/pdf Accepted Manuscript true 2018-07-24T00:00:00.0000000 true eng
title The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
spellingShingle The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
Chenggui Yuan
title_short The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_full The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_fullStr The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_full_unstemmed The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
title_sort The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Xiaoyue Li
Qianlin Ma
Hongfu Yang
Chenggui Yuan
format Journal article
container_title SIAM Journal on Numerical Analysis
container_volume 56
container_issue 3
container_start_page 1435
publishDate 2018
institution Swansea University
issn 0036-1429
1095-7170
doi_str_mv 10.1137/17m1143927
publisher Society for Industrial & Applied Mathematics (SIAM)
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
url http://dx.doi.org/10.1137/17m1143927
document_store_str 1
active_str 0
published_date 2018-01-01T03:51:00Z
_version_ 1763752500638253056
score 11.016235

Similar Items