Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process

DOI10.1002/MMA.9018zbMath1527.65004MaRDI QIDQ6179864

Yanan Jiang, Liangjian Hu, Unnamed Author, Jianqiu Lu

Publication date: 18 December 2023

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsinvariant measurebackward Euler method\(\alpha\)-stable processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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