Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (Q6123032)

scientific article; zbMATH DE number 7812262

Language	Label	Description	Also known as
English	Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations	scientific article; zbMATH DE number 7812262

Statements

instance of

scholarly article

0 references

title

Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (English)

0 references

DOI

10.1016/j.jde.2024.01.025

0 references

0 references

0 references

0 references

0 references

Journal of Differential Equations

0 references

publication date

4 March 2024

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

approximation

0 references

numerical invariant probability measure

0 references

backward Euler-Maruyama

0 references

SFDEs

0 references

strong convergence

0 references

Markov property

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.jde.2024.01.025

0 references

0 references

0 references

Approximation of invariant measures for regime-switching diffusions

0 references

Ergodicity for functional stochastic differential equations and applications

0 references

Invariant measures for stochastic functional differential equations

0 references

Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

0 references

Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

0 references

Numerical stationary distribution and its convergence for nonlinear stochastic differential equations

0 references

Q5429735

0 references

Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

0 references

Stochastic Differential Equations with Markovian Switching

0 references

Balanced Implicit Methods for Stiff Stochastic Systems

0 references

Stability in Distribution of Path-Dependent Hybrid Diffusion

0 references

Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization

0 references

Existence and uniqueness of solutions of stochastic functional differential equations

0 references

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations

0 references

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

0 references

Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

0 references

Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

0 references

Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6123032