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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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