Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
Publication
, Journal Article
Mattingly, JC; Stuart, AM; Higham, DJ
Published in: Stochastic Processes and their Applications
2002
Duke Scholars
Published In
Stochastic Processes and their Applications
DOI
ISSN
0304-4149
Publication Date
2002
Volume
101
Start / End Page
185 / 232
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4901 Applied mathematics
- 1502 Banking, Finance and Investment
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Mattingly, J. C., Stuart, A. M., & Higham, D. J. (2002). Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Stochastic Processes and Their Applications, 101, 185–232. https://doi.org/10.1016/S0304-4149(02)00150-3
Mattingly, J. C., A. M. Stuart, and D. J. Higham. “Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.” Stochastic Processes and Their Applications 101 (2002): 185–232. https://doi.org/10.1016/S0304-4149(02)00150-3.
Mattingly JC, Stuart AM, Higham DJ. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Stochastic Processes and their Applications. 2002;101:185–232.
Mattingly, J. C., et al. “Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.” Stochastic Processes and Their Applications, vol. 101, 2002, pp. 185–232. Manual, doi:10.1016/S0304-4149(02)00150-3.
Mattingly JC, Stuart AM, Higham DJ. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Stochastic Processes and their Applications. 2002;101:185–232.
Published In
Stochastic Processes and their Applications
DOI
ISSN
0304-4149
Publication Date
2002
Volume
101
Start / End Page
185 / 232
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4901 Applied mathematics
- 1502 Banking, Finance and Investment
- 0104 Statistics
- 0102 Applied Mathematics