Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
DOI10.3934/dcdsb.2022098zbMath1498.60286OpenAlexW4285235232WikidataQ114022641 ScholiaQ114022641MaRDI QIDQ2083331
Chuchu Chen, Jialin Hong, Yulan Lu
Publication date: 10 October 2022
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2022098
weak convergenceinvariant measureMarkov chainbackward Euler methodstochastic differential equations with piecewise continuous arguments
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)
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