most citedThe Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

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math.PR2018★ 1 cited

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

Xiaoyue Li, Qianlin Ma, Hongfu Yang +1

The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and…