Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541): Difference between revisions

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Latest revision as of 23:27, 14 July 2024

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Numerical approximation of random periodic solutions of stochastic differential equations
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    Numerical approximation of random periodic solutions of stochastic differential equations (English)
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    19 January 2018
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    random periodic solution
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    periodic measure
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    Euler-Maruyama method
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    modified Milstein method
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    infinite horizon
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    rate of convergence
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