Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
| Item Type | Journal Article |
|---|---|
| Author | J. C Mattingly |
| Author | A. M Stuart |
| Author | D. J Higham |
| Volume | 101 |
| Issue | 2 |
| Pages | 185–232 |
| Publication | Stochastic Processes and their Applications |
| ISSN | 0304-4149 |
| Date | 2002 |
| Journal Abbr | Stochastic Processes and their Applications |
| Library Catalog | AMS MathSciNet |
| Short Title | Ergodicity for SDEs and approximations |
| Date Added | 2009-10-18 23:22 |
| Added By | Jonathan Mattingly |
| Date Modified | 2009-10-18 23:22 |