scholarly journals Invariant measures of the Milstein method for stochastic differential equations with commutative noise

2019 ◽  
Vol 358 ◽  
pp. 169-176
Author(s):  
Lihui Weng ◽  
Wei Liu
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Invariant Measures ◽  
Milstein Method

scholarly journals On invariant measures of nonlinear Markov processes

1993 ◽  
Vol 6 (4) ◽  
pp. 385-406 ◽  
Author(s):  
N. U. Ahmed ◽  
Xinhong Ding
Keyword(s):  
Markov Process ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Markov Processes ◽  
Existence And Uniqueness ◽  
Invariant Measures ◽  
Nonlinear Markov Processes

We consider a nonlinear (in the sense of McKean) Markov process described by a stochastic differential equations in Rd. We prove the existence and uniqueness of invariant measures of such process.

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