The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075): Difference between revisions
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Revision as of 00:11, 6 March 2024
scientific article; zbMATH DE number 6880692
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching |
scientific article; zbMATH DE number 6880692 |
Statements
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (English)
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5 June 2018
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backward Euler-Maruyama method
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Markovian switching
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numerical invariant measure
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Wasserstein metric
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