Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882): Difference between revisions

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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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+Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
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+Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity
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