Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (Q6179864)
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scientific article; zbMATH DE number 7780241
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| English | Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process |
scientific article; zbMATH DE number 7780241 |
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Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (English)
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18 December 2023
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invariant measure
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stochastic differential equations
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\(\alpha\)-stable processes
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backward Euler method
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0.815512478351593
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0.7930352687835693
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0.7706724405288696
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0.7659515738487244
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