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

From MaRDI portal

Jump to:navigation, search

← Older edit Newer edit →

Revision as of 02:02, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	Numerical stationary distribution and its convergence for nonlinear stochastic differential equations	scientific article

Statements

scholarly article

0 references

Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (English)

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

7 October 2014

0 references

zbMATH Keywords

backward Euler-Maruyama method

0 references

nonlinear SDEs

0 references

numerical stationary distribution

0 references

weak convergence

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cam.2014.08.019

0 references

Stochastic differential equations. An introduction with applications.

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations

0 references

A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems

0 references

THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE

0 references

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

0 references

Exponential mean square stability of numerical methods for systems of stochastic differential equations

0 references

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

0 references

Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations

0 references

0 references

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

0 references

Stationary distribution of stochastic population systems

0 references

A Stochastic Differential Equation SIS Epidemic Model

0 references

Numerical method for stationary distribution of stochastic differential equations with Markovian switching

0 references

Stability in Distribution of Numerical Solutions for Stochastic Differential Equations

0 references

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

0 references

Stochastic ordinary differential equations in applied and computational mathematics

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Modeling with Itô Stochastic Differential Equations

0 references

Modeling and Simulating Chemical Reactions

0 references

Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

0 references

Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

0 references

Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

0 references

0 references

0 references

Asymptotic stability in distribution of stochastic differential equations with Markovian switching.

0 references

The Kolmogorov-Smirnov Test for Goodness of Fit

0 references

Random differential equations in science and engineering

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1016/J.CAM.2014.08.019

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:458164

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q458164&oldid=38115711"