A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491): Difference between revisions

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Latest revision as of 07:43, 7 July 2024

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A mixed-step algorithm for the approximation of the stationary regime of a diffusion
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    A mixed-step algorithm for the approximation of the stationary regime of a diffusion (English)
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    6 February 2014
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    stochastic differential equation
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    stationary process
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    steady regime
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    ergodic diffusion
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    central limit theorem
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    Euler scheme
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    Poisson equation
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    Richardson-Romberg extrapolation
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