"High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs."

Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis (2014)

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DOI: 10.1137/130935616

access: closed

type: Journal Article

metadata version: 2020-05-11

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Assyr Abdulle, Gilles Vilmart, Konstantinos C. Zygalakis:
High Order Numerical Approximation of the Invariant Measure of Ergodic SDEs. SIAM J. Numer. Anal. 52(4): 1600-1622 (2014)

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