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

From MaRDI portal
Normalize DOI.
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1016/J.CAM.2014.08.019 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1016/J.CAM.2014.08.019 / rank
 
Normal rank

Latest revision as of 18:13, 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

    Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (English)
    0 references
    0 references
    0 references
    7 October 2014
    0 references
    backward Euler-Maruyama method
    0 references
    nonlinear SDEs
    0 references
    numerical stationary distribution
    0 references
    weak convergence
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers