Unique Ergodicity of Stochastic Theta Method for Monotone SDEs driven by Nondegenerate Multiplicative Noise

arXiv2401.01112MaRDI QIDQ6515864

Zhizhou Liu, Zhihui Liu

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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