Pages that link to "Item:Q2279356"
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The following pages link to Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356):
Displaying 3 items.
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
