Yuan, C., Yin, G., Mao, X., & Cao, D. (2010). Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM Journal on Mathematical Analysis, 41(6), pp. 2335-2352. doi:10.1137/080727191

Yuan, Chenggui, G. Yin, Xuerong Mao, and Dingzhou Cao. "Approximation Methods for Hybrid Diffusion Systems With State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions." SIAM Journal On Mathematical Analysis 41, no. 6 (2010): 2335-2352.

Yuan, Chenggui, G. Yin, Xuerong Mao, and Dingzhou Cao. "Approximation Methods for Hybrid Diffusion Systems With State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions." SIAM Journal On Mathematical Analysis 41.6 (2010): 2335-2352.