Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence.

Stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Although the numerical methods for stochastic differential equations (SDEs) have been well studied, there are only a few results on the numerical solutions for SDEwMSs. By this manuscript we continue our series of papers on numerical solutions of SDEwMSs. The main aim of this paper is to investigate the stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching (EMSDEwMSs) and discuss their convergence. [ABSTRACT FROM AUTHOR]