论文信息 - An adaptive scheme for the approximation of dissipative systems - 字舞流文

An adaptive scheme for the approximation of dissipative systems

[1] M. Loève. On Almost Sure Convergence , 1951 .

[2] P. Hall,et al. Martingale Limit Theory and Its Application , 1980 .

[3] Raouf A. Ibrahim,et al. Principal internal resonances in 3-DOF systems subjected to wide-band random excitation , 1989 .

[4] D. Talay. Second-order discretization schemes of stochastic differential systems for the computation of the invariant law , 1990 .

[5] Christian Soize,et al. The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions , 1994, Series on Advances in Mathematics for Applied Sciences.

[6] Stephen S. Wilson,et al. Random iterative models , 1996 .

[7] D. Talay. Stochastic Hamiltonian Systems : Exponential Convergence to the Invariant Measure , and Discretization by the Implicit Euler Scheme , 2002 .

[8] Jonathan C. Mattingly,et al. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise , 2002 .

[9] G. Pagès,et al. RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT , 2003 .