Invariant Measures and Euler-Maruyama's Approximations of State-Dependent Regime-Switching Diffusions

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

Abstract

Abstract is missing.