The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211)

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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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