"The backward Euler-Maruyama method for invariant measures of stochastic ..."

Wei Liu, Xuerong Mao, Yue Wu (2022)

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DOI: 10.48550/ARXIV.2206.09970

access: open

type: Informal or Other Publication

metadata version: 2022-06-28

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Wei Liu, Xuerong Mao, Yue Wu:
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients. CoRR abs/2206.09970 (2022)

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