Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040)
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scientific article; zbMATH DE number 7849568
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| English | Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients |
scientific article; zbMATH DE number 7849568 |
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Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (English)
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15 May 2024
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stochastic differential equations
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invariant measure
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weak convergence
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projected method
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Kolmogorov equations
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0.8044691681861877
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0.7768481969833374
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0.7621361613273621
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0.7609323859214783
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