The random periodic solution of a stochastic differential equation with a monotone drift and its numerical approximation
In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical approximation via the backward Euler-Maruyama method. The existe...
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| Format: | Internet publication |
| Language: | English |
| Published: |
2021
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