Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process
نویسندگان
چکیده
The backward Euler method is employed to approximate the invariant measure of a class stochastic differential equations (SDEs) driven by ‐stable processes. existence and uniqueness numerical are proved. Then shown converge underlying measure. Numerical examples provided demonstrate theoretical results.
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ژورنال
عنوان ژورنال: Mathematical Methods in The Applied Sciences
سال: 2023
ISSN: ['1099-1476', '0170-4214']
DOI: https://doi.org/10.1002/mma.9018