Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation |
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Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (English)
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10 October 2022
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invariant measure
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Markov chain
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weak convergence
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backward Euler method
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stochastic differential equations with piecewise continuous arguments
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