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Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes - MaRDI portal

Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes

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Publication:6454306

arXiv2310.05390MaRDI QIDQ6454306

Peng Chen, Yimin Xiao, Xinghu Jin, Lihu Xu

Publication date: 8 October 2023











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