Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes

Peng Chen, Xinghu Jin, Yimin Xiao +1

Let $(X_t{)}_{t\ge 0}$ be the solution of the stochastic differential equation $$d{X}_t=b(X_t)dt+Ad{Z}_t,X_0=x,$$ where $b:{\mathbb{R}}^d\to {\mathbb{R}}^d$ is a Lipsc…