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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    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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