Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
type: Item
instance of: scholarly article
title: Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
zbMATH Open document ID: 1310.65009
author: Xuerong Mao
author: Wei Liu
published in: Journal of Computational and Applied Mathematics
publication date: 2014-10-07T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6351895
zbMATH Keywords: backward Euler-Maruyama method
zbMATH Keywords: nonlinear SDEs
zbMATH Keywords: numerical stationary distribution
zbMATH Keywords: weak convergence
MaRDI profile type: Publication
full work available at URL: j.cam.2014.08.019
OpenAlex ID: W2077901095
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DOI: 10.1016/J.CAM.2014.08.019
description: scientific article; zbMATH DE number 6351895