Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541)
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scientific article
| Language | Label | Description | Also known as |
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| English | Numerical approximation of random periodic solutions of stochastic differential equations |
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Numerical approximation of random periodic solutions of stochastic differential equations (English)
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19 January 2018
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random periodic solution
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periodic measure
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Euler-Maruyama method
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modified Milstein method
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infinite horizon
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rate of convergence
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