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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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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