Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356)
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| English | Invariant measures of the Milstein method for stochastic differential equations with commutative noise |
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Invariant measures of the Milstein method for stochastic differential equations with commutative noise (English)
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12 December 2019
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Milstein method
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commutative noise
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exponential decay
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convergence rate
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numerical invariant measure
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0.7966221570968628
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0.7777795195579529
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0.7464174032211304
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0.7443469762802124
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0.7421464920043945
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