Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (Q6197999): Difference between revisions
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scientific article; zbMATH DE number 7806688
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme |
scientific article; zbMATH DE number 7806688 |
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Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (English)
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20 February 2024
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stochastic differential equations
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tamed Euler scheme
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invariant distribution
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