Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356)

scientific article; zbMATH DE number 7736268

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English	Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence	scientific article; zbMATH DE number 7736268

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instance of

scholarly article

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title

Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (English)

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Applied Mathematics and Computation

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publication date

12 September 2023

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zbMATH Keywords

the Milstein scheme

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stochastic differential delay equations

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stationary distribution

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Markov process

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.amc.2023.128224

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cites work

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Identifiers

DOI

10.1016/j.amc.2023.128224

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6096356