Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
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Publication:6512632
DOI10.1016/j.jco.2024.101842zbMatharXiv:2308.12886MaRDI QIDQ6512632
Chenxu Pang, Xiao-Jie Wang, Yue Wu
Publication date: 1 January 1
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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