Pages that link to "Item:Q3158173"
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The following pages link to Stability in Distribution of Numerical Solutions for Stochastic Differential Equations (Q3158173):
Displaying 19 items.
- Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360) (← links)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching (Q667989) (← links)
- Stability in distribution of neutral stochastic functional differential equations (Q900915) (← links)
- Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
- Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay (Q2029694) (← links)
- Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
- Analysis of a micro-macro acceleration method with minimum relative entropy moment matching (Q2175337) (← links)
- Stochastic analysis of in-host HCV dynamics through budding and bursting process (Q2205386) (← links)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
- Weak convergence of functional stochastic differential equations with variable delays (Q2438515) (← links)
- An optimization‐based stochastic model of the two‐compartment pharmacokinetics (Q6067277) (← links)
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
- Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
- Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (Q6179864) (← links)