Pages that link to "Item:Q5745075"
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The following pages link to The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075):
Displaying 24 items.
- Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
- Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
- Continuous stage stochastic Runge-Kutta methods (Q2138886) (← 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)
- 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)
- Asymptotic properties of stochastic nutrient-plankton food chain models with nutrient recycling (Q2304038) (← links)
- Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- Stability in distribution and stabilization of switching jump diffusions (Q5056670) (← links)
- Incorporating two coupling noises into a nonlinear competitive system with saturation effect (Q5221497) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (Q6123032) (← links)
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)
- Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function (Q6181283) (← links)
- Convergence and Approximation of Invariant Measures for Neural Field Lattice Models under Noise Perturbation (Q6192104) (← links)
- Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781) (← links)
- On exponential contraction and expansion of Markovian switching diffusions (Q6548614) (← links)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term (Q6556251) (← links)
