The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients

DOI10.1016/J.APNUM.2022.09.017arXiv2206.09970WikidataQ115360230 ScholiaQ115360230MaRDI QIDQ6402642

Yu'e Wu, Xuerong Mao, Wei Liu

Publication date: 20 June 2022

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for ordinary differential equations (65Lxx) Probabilistic methods, stochastic differential equations (65Cxx)

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