Convergence of numerical time-averaging and stationary measures via Poisson equations (Q3084200)
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scientific article; zbMATH DE number 5866181
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| English | Convergence of numerical time-averaging and stationary measures via Poisson equations |
scientific article; zbMATH DE number 5866181 |
Statements
Convergence of Numerical Time-Averaging and Stationary Measures via Poisson Equations (English)
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15 March 2011
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stochastic differential equation
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ergodic limits
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convergence of weak schemes
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time averaging
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Poisson equation
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error analysis
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Euler scheme
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0.7870939373970032
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0.7545614242553711
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0.7523138523101807
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0.7454859018325806
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0.7420369386672974
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