Weak Backward Error Analysis for SDEs (Q2903058)

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Weak Backward Error Analysis for SDEs
scientific article

    Statements

    title
    Weak Backward Error Analysis for SDEs (English)
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    author
    Arnaud Debussche
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    Erwan Faou
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    publication date
    23 August 2012
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    zbMATH Keywords
    Euler-Maruyama method
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    Kolmogorov operator
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    weak backward error analysis
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    invariant measure
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    Identifiers

    DOI
    10.1137/110831544
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    Mathematics Subject Classification ID
    65C30
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    60H35
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    60H10
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    65L70
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    34F05
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    zbMATH DE Number
    6070638
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    OpenAlex ID
    W2143772503
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    arXiv ID
    1105.0489
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