Backward Euler-Maruyama Method for the Random Periodic Solution of a Stochastic Differential Equation with a Monotone Drift (2022)
Attributed to:
Unparameterised multi-modal data, high order signatures, and the mathematics of data science
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s10959-022-01178-w
Publication URI: http://dx.doi.org/10.1007/s10959-022-01178-w
Type: Journal Article/Review
Parent Publication: Journal of Theoretical Probability
Issue: 1