Pages that link to "Item:Q2106211"

The following pages link to The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211):

Displaying 5 items.

• Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
• Convergence and Approximation of Invariant Measures for Neural Field Lattice Models under Noise Perturbation (Q6192104) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q6402642) (← links)
• Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients (Q6540040) (← links)
• The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model (Q6665412) (← links)