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

DOI10.1016/j.amc.2023.128224OpenAlexW4383598218MaRDI QIDQ6096356

Xiaotong Li, Zhuoqi Liu, Shuaibin Gao

Publication date: 12 September 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2023.128224

zbMATH Keywords

Markov processstationary distributionstochastic differential delay equationsthe Milstein scheme

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Functional-differential equations (including equations with delayed, advanced or state-dependent argument) (34Kxx) Probabilistic methods, stochastic differential equations (65Cxx)

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