Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions - researchr publication

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G. Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao. Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM J. Math. Analysis, 41(6):2335-2352, 2009. [doi]

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