The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075): Difference between revisions

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Latest revision as of 09:32, 30 July 2024

scientific article; zbMATH DE number 6880692
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English
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
scientific article; zbMATH DE number 6880692

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    The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (English)
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    5 June 2018
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    backward Euler-Maruyama method
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    Markovian switching
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    numerical invariant measure
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    Wasserstein metric
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