Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356): Difference between revisions

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Property / DOI: 10.1016/j.amc.2019.04.049 / rank
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Latest revision as of 19:16, 17 December 2024

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Invariant measures of the Milstein method for stochastic differential equations with commutative noise
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    Invariant measures of the Milstein method for stochastic differential equations with commutative noise (English)
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    12 December 2019
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    Milstein method
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    commutative noise
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    exponential decay
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    convergence rate
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    numerical invariant measure
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