The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
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Publication:5745075
DOI10.1137/17M1143927zbMath1388.60098arXiv1804.02128OpenAlexW2963801645MaRDI QIDQ5745075
Hongfu Yang, Xiaoyue Li, Chenggui Yuan, Qianlin Ma
Publication date: 5 June 2018
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.02128
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
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