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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