A full-discrete exponential Euler approximation of invariant measure for parabolic stochastic partial differential equations

DOI10.1016/J.APNUM.2020.05.008arXiv1811.01759WikidataQ115360384 ScholiaQ115360384MaRDI QIDQ6309226

Ziheng Chen, Si-qing Gan, Xiao-Jie Wang

Publication date: 5 November 2018

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Approximation methods and numerical treatment of dynamical systems (37Mxx) Probabilistic methods, stochastic differential equations (65Cxx) Ordinary differential equations and systems with randomness (34Fxx)

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