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

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]

@article{YinMYC09,
  title = {Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions},
  author = {G. Yin and Xuerong Mao and Chenggui Yuan and Dingzhou Cao},
  year = {2009},
  doi = {10.1137/080727191},
  url = {http://dx.doi.org/10.1137/080727191},
  researchr = {https://researchr.org/publication/YinMYC09},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Math. Analysis},
  volume = {41},
  number = {6},
  pages = {2335-2352},
}