Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164)
From MaRDI portal
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
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
0 references
0 references
0 references
0 references
