Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence (Q4659931)
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scientific article; zbMATH DE number 2148294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence |
scientific article; zbMATH DE number 2148294 |
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Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence (English)
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21 March 2005
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Euler scheme
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stochastic difference equation with Markov switching
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stochastic differential equations with Markovian switching
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convergence
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