Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647)
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scientific article; zbMATH DE number 7726168
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| English | Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme |
scientific article; zbMATH DE number 7726168 |
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Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (English)
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14 August 2023
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Euler-Maruyama method
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invariant measure
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convergence rate
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Wasserstein distance
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0.820695161819458
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0.7910347580909729
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0.7824232578277588
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0.7801162600517273
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