Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence

Shuaibin Gao, Xiaotong Li, Zhuoqi Liu. Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence. Applied Mathematics and Computation, 458:128224, December 2023. [doi]

Authors

Shuaibin Gao

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Xiaotong Li

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Zhuoqi Liu

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