Backward Euler–Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift

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 exist...

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Bibliographic Details
Main Author: Wu, Y
Format: Journal article
Language:English
Published: Springer 2022