Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
نویسندگان
چکیده
*Correspondence: [email protected]; [email protected] 2Department of Mathematical Sciences, Loughborough University, Loughborough, Leicestershire LE11 3TU, UK Full list of author information is available at the end of the article 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.
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