Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations

DOI10.1016/j.jde.2024.01.025OpenAlexW4391460501WikidataQ128905493 ScholiaQ128905493MaRDI QIDQ6123032

Fuke Wu, Banban Shi, Ya Wang, Xuerong Mao

Publication date: 4 March 2024

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2024.01.025

zbMATH Keywords

strong convergenceapproximationMarkov propertybackward Euler-Maruyamanumerical invariant probability measureSFDEs

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Probabilistic measure theory (60A10) Numerical solutions to stochastic differential and integral equations (65C30)

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