Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term

DOI10.1007/s10959-023-01290-5zbMath1545.65043MaRDI QIDQ6556251

Guoting Song, Xiaoyue Li, Xuerong Mao

Publication date: 17 June 2024

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic delay differential equationstability in distributionnumerical invariant measuretruncated Euler-Maruyama segment process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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