Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
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Publication:4659931
DOI10.1080/10236190412331314150zbMath1076.65012MaRDI QIDQ4659931
Publication date: 21 March 2005
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236190412331314150
convergence; Euler scheme; stochastic differential equations with Markovian switching; stochastic difference equation with Markov switching
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
Related Items
Stationary in distributions of numerical solutions for stochastic partial differential equations with Markovian switching, Weak convergence of functional stochastic differential equations with variable delays
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