Numerical approximations to the stationary solutions of stochastic differential equations

This thesis investigates the possibility of approximating stationary solutions of stochastic differential equations using numerical methods. We consider a particular class of stochastic differential equations, which are known to generate random dynamical systems. The existence of stochastic stationa...

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Bibliographic Details

Main Author:	Andrei Yevik
Format:	Default Thesis
Published:	2011
Subjects:	Other mathematical sciences not elsewhere classified Random dynamical system Stochastic differential equations Stochastic stationery solution Numerical approximation Euler’s method Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/7777
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