Pages that link to "Item:Q2173342"
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The following pages link to Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342):
Displaying 6 items.
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
- Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
- Random periodic solutions of SDEs: existence, uniqueness and numerical issues (Q6144072) (← links)
- Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (Q6179864) (← links)