mattingly.stuart.ea:02:ergodicity¶
BibTeX Entry:
@article{mattingly.stuart.ea:02:ergodicity,
author = {Mattingly, J. C. and Stuart, A. M. and Higham, D. J.},
doi = {10.1016/S0304-4149(02)00150-3},
fjournal = {Stochastic Processes and their Applications},
issn = {0304-4149,1879-209X},
journal = {Stochastic Process. Appl.},
mrclass = {60H10 (34F05 37H10 60J35)},
mrnumber = {1931266},
mrreviewer = {Jan\ I.\ Seidler},
number = {2},
pages = {185--232},
title = {Ergodicity for {SDE}s and approximations: locally {L}ipschitz vector fields and degenerate noise},
url = {https://doi.org/10.1016/S0304-4149(02)00150-3},
volume = {101},
year = {2002}
}