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Yanan Jiang
Yanan Jiang

Public Documents 1
Invariant measure of the backward Euler method for stochastic differential equations...
Yanan Jiang
Liangjian Hu

Yanan Jiang

and 3 more

July 04, 2022
The backward Euler method is employed to approximate the invariant measure of a class of stochastic differential equations(SDEs) driven by α-stable processes. The existence and uniqueness of the numerical invariant measure is proved. Then the numerical invariant measure is shown to converge to the underlying invariant measure. Numerical examples are provided to demonstrate the theoretical results.

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