Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

DOI10.1016/j.jde.2018.04.052zbMath1391.65148arXiv2112.03772OpenAlexW2802134930WikidataQ129871819 ScholiaQ129871819MaRDI QIDQ1643167

Xiaoyue Li, Hongfu Yang

Publication date: 18 June 2018

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.03772

zbMATH Keywords

stabilitystrong convergenceinvariant measureexplicit schemelocal Lipschitz conditionswitching diffusion systems

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical computation of solutions to systems of equations (65H10) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27)

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