The numerical invariant measure of stochastic differential equations with Markovian switching (Q5745075)
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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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0.8483904004096985
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0.8295888304710388
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0.8156128525733948
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0.8058079481124878
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