Numerical methods for Stochastic differential equations: two examples
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Publication:4615502
DOI10.1051/proc/201864065OpenAlexW2901967186WikidataQ128914692 ScholiaQ128914692MaRDI QIDQ4615502
Paul-Eric Chaudru De Raynal, Gilles Pagès, Clément Rey
Publication date: 29 January 2019
Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201864065
stochastic differential equationsSkorokhod problemnumerical probabilityinvariant distributionergodic Feller process
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)
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