Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594): Difference between revisions

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+Ergodicity of stochastic differential equations driven by fractional Brownian motion
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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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+Approximation of the distribution of a stationary Markov process with application to option pricing
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+Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
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+Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
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