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]

@article{GaoLL23-4,
  title = {Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence},
  author = {Shuaibin Gao and Xiaotong Li and Zhuoqi Liu},
  year = {2023},
  month = {December},
  doi = {10.1016/j.amc.2023.128224},
  url = {https://doi.org/10.1016/j.amc.2023.128224},
  researchr = {https://researchr.org/publication/GaoLL23-4},
  cites = {0},
  citedby = {0},
  journal = {Applied Mathematics and Computation},
  volume = {458},
  pages = {128224},
}