Pages that link to "Item:Q2021388"
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The following pages link to Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients (Q2021388):
Displaying 14 items.
- Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
- Influence of the regularity of the test functions for weak convergence in numerical discretization of SPDEs (Q2283124) (← links)
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
- CLT for approximating ergodic limit of SPDEs via a full discretization (Q2685900) (← links)
- SPDE bridges with observation noise and their spatial approximation (Q2689896) (← links)
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme (Q5034777) (← links)
- Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise (Q5164019) (← links)
- Strong Convergence of a Fully Discrete Scheme for Multiplicative Noise Driving SPDEs with Non-Globally Lipschitz Continuous Coefficients (Q5864764) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Weak convergence of the backward Euler method for stochastic Cahn-Hilliard equation with additive noise (Q6106940) (← links)
- Extended Milstein Approximation to the Stochastic Allen-Cahn Equation with Random Diffusion Coefficient Field and Multiplicative Noise (Q6121368) (← links)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term (Q6556251) (← links)
- Weak error analysis for the stochastic Allen-Cahn equation (Q6643681) (← links)
- Invariant measures of stochastic Maxwell equations and ergodic numerical approximations (Q6664037) (← links)
