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

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Mattingly, JC; Stuart, AM; Higham, DJ

Published Date

  • October 2002

Published In

Volume / Issue

  • 101 / 2

Start / End Page

  • 185 - 232

Published By

International Standard Serial Number (ISSN)

  • 0304-4149

Digital Object Identifier (DOI)

  • 10.1016/s0304-4149(02)00150-3

Language

  • en