Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164)

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scientific article; zbMATH DE number 6351895
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Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
scientific article; zbMATH DE number 6351895

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    Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (English)
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    7 October 2014
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    backward Euler-Maruyama method
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    nonlinear SDEs
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    numerical stationary distribution
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    weak convergence
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