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"Invariant Measures and Euler-Maruyama's Approximations of State-Dependent ..."

Jinghai Shao (2018)

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DOI: 10.1137/18M116678X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jinghai Shao:
Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions. SIAM J. Control. Optim. 56(5): 3215-3238 (2018)

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