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Lecture Notes in Mathematicshttp://image.papertrans.cn/i/image/474574.jpg
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Invariant Measures for Stochastic Differential Equations,tion and be applicable to practice. To the best of our knowledge, the numerical analysis of ergodic SDEs usually follows two directions. One is to construct numerical schemes which could inherit the ergodicity of the original system, and then to give the approximate error between the numerical invariant measure and the original one.
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978-981-32-9068-6Springer Nature Singapore Pte Ltd. 2019
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,Invariant Measures for Stochastic Nonlinear Schrödinger Equations,This chapter focuses on the existence and uniqueness of invariant measures for stochastic nonlinear Schrödinger equations, and recalls several results related to the well-posedness and continuous dependence on the initial value as the starting point of this chapter.
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