Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations |
scientific article |
Statements
Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (English)
0 references
1 September 2016
0 references
stochastic differential equations
0 references
stochastic theta method
0 references
asymptotic moment boundedness
0 references
numerical stationary distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
