Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164): Difference between revisions

@@ Property / author @@
-Wei Liu
@@ Property / author: Wei Liu / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2014.08.019
+Normal rank
@@ Property / OpenAlex ID @@
+W2077901095
@@ Property / OpenAlex ID: W2077901095 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
+Normal rank
@@ Property / cites work @@
+A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
+Normal rank
@@ Property / cites work @@
+THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4215883
@@ Property / cites work: Q4215883 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Stationary distribution of stochastic population systems
+Normal rank
@@ Property / cites work @@
+A Stochastic Differential Equation SIS Epidemic Model
+Normal rank
@@ Property / cites work @@
+Numerical method for stationary distribution of stochastic differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
+Normal rank
@@ Property / cites work @@
+Stochastic ordinary differential equations in applied and computational mathematics
+Normal rank
@@ Property / cites work @@
+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+Modeling with Itô Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Modeling and Simulating Chemical Reactions
@@ Property / cites work: Modeling and Simulating Chemical Reactions / rank @@
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4866235
@@ Property / cites work: Q4866235 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
+Normal rank
@@ Property / cites work @@
+Q3999821
@@ Property / cites work: Q3999821 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
+Normal rank
@@ Property / cites work @@
+The Kolmogorov-Smirnov Test for Goodness of Fit
@@ Property / cites work: The Kolmogorov-Smirnov Test for Goodness of Fit / rank @@
+Normal rank
@@ Property / cites work @@
+Random differential equations in science and engineering
+Normal rank