Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164)
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scientific article; zbMATH DE number 6351895
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| English | Numerical stationary distribution and its convergence for nonlinear stochastic differential equations |
scientific article; zbMATH DE number 6351895 |
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Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (English)
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7 October 2014
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backward Euler-Maruyama method
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nonlinear SDEs
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numerical stationary distribution
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weak convergence
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0.8404496312141418
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0.8318372964859009
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0.8298439979553223
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0.8116341829299927
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