Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
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Cites work
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 50111 (Why is no real title available?)
- scientific article; zbMATH DE number 1216399 (Why is no real title available?)
- scientific article; zbMATH DE number 850216 (Why is no real title available?)
- A Stochastic Differential Equation SIS Epidemic Model
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- Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
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- Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
- Exponential mean square stability of numerical methods for systems of stochastic differential equations
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- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Modeling and Simulating Chemical Reactions
- Modeling with Itô Stochastic Differential Equations
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
- Random differential equations in science and engineering
- Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
- Stationary distribution of stochastic population systems
- Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
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- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
- The Kolmogorov-Smirnov Test for Goodness of Fit
Cited in
(17)- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching
- Convergence of numerical time-averaging and stationary measures via Poisson equations
- The numerical invariant measure of stochastic differential equations with Markovian switching
- Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations
- Invariant measures of the Milstein method for stochastic differential equations with commutative noise
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
- Numerical approximation of stationary distributions for stochastic partial differential equations
- Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process
- Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
- Numerical approximations to the stationary solutions of stochastic differential equations
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
- Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
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