Random periodic solutions of SDEs: existence, uniqueness and numerical issues

DOI10.1016/j.cnsns.2023.107586OpenAlexW4387517401MaRDI QIDQ6144072

Afsaneh Moradi, Raffaele D'Ambrosio

Publication date: 5 January 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2023.107586

zbMATH Keywords

infinite horizonrandom periodic solutionsaccuracy analysis\(\theta\)-Maruyama methods\(\theta\)-Milstein methodspull-back flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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