The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
DOI10.1016/j.apnum.2022.09.017OpenAlexW4283331121WikidataQ115360230 ScholiaQ115360230MaRDI QIDQ2106211
Publication date: 9 December 2022
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.09970
stochastic differential equationimplicit methodstationary measurebackward Euler-Maruyama methodsuper-linear coefficients
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for ordinary differential equations (65Lxx) Probabilistic methods, stochastic differential equations (65Cxx)
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Cites Work
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