Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360)
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scientific article; zbMATH DE number 6621642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations |
scientific article; zbMATH DE number 6621642 |
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Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (English)
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1 September 2016
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stochastic differential equations
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stochastic theta method
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asymptotic moment boundedness
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numerical stationary distribution
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