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

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

DOI Full Paper Access

542

Citations

25

References

2002

Year

Jonathan C. Mattingly, Andrew M. Stuart, Desmond J. Higham

Stochastic Processes and their Applications

EngineeringEntropyStochastic ProcessesLipschitz Vector FieldsStochastic Dynamical SystemStochastic AnalysisProbability TheoryStochastic GeometryFunctional AnalysisApproximation TheoryStochastic Differential Equation

References

	Year	Citations

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