Pages that link to "Item:Q458164"
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The following pages link to Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164):
Displaying 13 items.
- Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360) (← links)
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← 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)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Invariant measures of the Milstein method for stochastic differential equations with commutative noise (Q2279356) (← links)
- The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← 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)
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (Q6123032) (← links)
- Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (Q6179864) (← links)
