Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164): Difference between revisions
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| Property / author: Wei Liu / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 6351895 / rank | |||
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backward Euler-Maruyama method | |||
| Property / zbMATH Keywords: backward Euler-Maruyama method / rank | |||
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nonlinear SDEs | |||
| Property / zbMATH Keywords: nonlinear SDEs / rank | |||
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numerical stationary distribution | |||
| Property / zbMATH Keywords: numerical stationary distribution / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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Revision as of 12:11, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical stationary distribution and its convergence for nonlinear stochastic differential equations |
scientific article |
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Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (English)
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7 October 2014
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backward Euler-Maruyama method
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nonlinear SDEs
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numerical stationary distribution
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weak convergence
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