Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600): Difference between revisions

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+Recursive computation of the invariant distribution of a diffusion
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+RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT
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+Almost sure invariance principles when EX 1 2 =?
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+Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
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+Publication:2426600