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...
| Main Author: | |
|---|---|
| Published: |
Loughborough University
2011
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551266 |