Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
type: Item
instance of: scholarly article
title: Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
zbMATH Open document ID: 1498.60286
author: Chuchu Chen
author: Jialin Hong
author: Yulan Lu
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2022-10-10T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 37M25
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7599037
zbMATH Keywords: invariant measure
zbMATH Keywords: Markov chain
zbMATH Keywords: weak convergence
zbMATH Keywords: backward Euler method
zbMATH Keywords: stochastic differential equations with piecewise continuous arguments
MaRDI profile type: Publication
full work available at URL: dcdsb.2022098
OpenAlex ID: W4285235232
Wikidata QID: Q114022641
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DOI: 10.3934/DCDSB.2022098
description: scientific article; zbMATH DE number 7599037