Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme
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Publication:6197999
DOI10.1051/ps/2023017arXiv2010.00512OpenAlexW3090028287MaRDI QIDQ6197999
Publication date: 20 February 2024
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.00512
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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