Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436)
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scientific article; zbMATH DE number 6936203
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| English | Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions |
scientific article; zbMATH DE number 6936203 |
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Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (English)
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14 September 2018
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regime-switching
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state-dependent
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Euler-Maruyama's approximation
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successful coupling
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0.9485409
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0.91867083
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0.91111255
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0.9011756
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0.8921417
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0.8898696
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0.88716996
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0.8867429
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0.8848189
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