Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647)

From MaRDI portal
scientific article; zbMATH DE number 7726168
Language Label Description Also known as
English
Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
scientific article; zbMATH DE number 7726168

    Statements

    Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    14 August 2023
    0 references
    Euler-Maruyama method
    0 references
    invariant measure
    0 references
    convergence rate
    0 references
    Wasserstein distance
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references