Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise

✍ Scribed by J.C. Mattingly; A.M. Stuart; D.J. Higham

• Book ID: 108432890
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 452 KB
• Volume: 101
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/s0304-4149(02)00150-3