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Mean-square numerical approximations to random periodic solutions of stochastic differential equations - MaRDI portal

Mean-square numerical approximations to random periodic solutions of stochastic differential equations (Q1622708)

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scientific article; zbMATH DE number 6981531
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Mean-square numerical approximations to random periodic solutions of stochastic differential equations
scientific article; zbMATH DE number 6981531

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    Mean-square numerical approximations to random periodic solutions of stochastic differential equations (English)
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    19 November 2018
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    stochastic differential equation
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    random periodic solutions
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    random romberg algorithm
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    pullback
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    forward infinite horizon stochastic integral equations
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