Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations (Q3084200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations |
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Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations (English)
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15 March 2011
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stochastic differential equation
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ergodic limits
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convergence of weak schemes
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time averaging
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Poisson equation
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error analysis
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Euler scheme
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