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
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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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