Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
DOI10.1007/s11075-019-00735-5zbMath1459.65012arXiv1801.09047OpenAlexW2963915177WikidataQ127823376 ScholiaQ127823376MaRDI QIDQ2173342
Yanan Jiang, Wei Liu, Lihui Weng
Publication date: 22 April 2020
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.09047
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (6)
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