Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / arXiv ID | |||
| Property / arXiv ID: math/0604021 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The parabolic differential equations and the associated semigroups of transformation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Diffusion Processes in One Dimension / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4002114 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3923307 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Recursive computation of the invariant distribution of a diffusion / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Sur quelques algorithmes récursifs pour les probabilités numériques / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3763296 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4084474 / rank | |||
Normal rank | |||
Latest revision as of 13:45, 27 June 2024
scientific article; zbMATH DE number 5216880
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavior of the Euler scheme with decreasing step in a degenerate situation |
scientific article; zbMATH DE number 5216880 |
Statements
Behavior of the Euler scheme with decreasing step in a degenerate situation (English)
0 references
30 November 2007
0 references
one-dimensional diffusion process
0 references
degenerate coefficient
0 references
invariant measure
0 references
Euler scheme
0 references
