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Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations - MaRDI portal

Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations (Q2023741)

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scientific article; zbMATH DE number 7342569
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Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations
scientific article; zbMATH DE number 7342569

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    Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations (English)
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    3 May 2021
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    stochastic theta method
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    random periodic solution
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    numerical approximation
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    error analysis
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