Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360)

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scientific article; zbMATH DE number 6621642
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    Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
    scientific article; zbMATH DE number 6621642

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      Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (English)
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      1 September 2016
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      stochastic differential equations
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      stochastic theta method
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      asymptotic moment boundedness
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      numerical stationary distribution
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