Author:
Qiu Qinwei,Liu Wei,Hu Liangjian
Abstract
Abstract
This paper is devoted to the study of reproduction of asymptotic boundedness in the second moment and small moments of stochastic differential equations by the stochastic theta method. In addition, we illustrate that the asymptotic moment boundedness of the numerical solution stand-alone plays a key role in the study of numerical stationary distribution.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Algebra and Number Theory,Analysis
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