The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211)
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English | The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients |
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The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (English)
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9 December 2022
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stochastic differential equation
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stationary measure
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super-linear coefficients
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backward Euler-Maruyama method
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implicit method
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