Numerical approximation of invariant measures for hybrid diffusion systems
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Publication:5274099
DOI10.1109/TAC.2005.851437zbMath1365.65023MaRDI QIDQ5274099
Xuerong Mao, K. Yin, G. George Yin
Publication date: 12 July 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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