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

DOI10.1007/S10255-020-0959-7zbMath1467.65004OpenAlexW3081597225MaRDI QIDQ2023741

Rong Wei, Chuan-Zhong Chen

Publication date: 3 May 2021

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-020-0959-7

zbMATH Keywords

error analysisnumerical approximationstochastic theta methodrandom periodic solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Numerical approximation of random periodic solutions of stochastic differential equations
• Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
• Unnamed Item

This page was built for publication: Numerical approximation of stochastic theta method for random periodic solution of stochastic differential equations