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

@@ Property / cites work @@
+Stability in distribution for a class of singular diffusions
+Normal rank
@@ Property / cites work @@
+Q3976840
@@ Property / cites work: Q3976840 / rank @@
+Normal rank
@@ Property / cites work @@
+Large deviations and stochastic flows of diffeomorphisms
+Normal rank
@@ Property / cites work @@
+On the functional central limit theorem and the law of the iterated logarithm for Markov processes
+Normal rank
@@ Property / cites work @@
+Flows of stochastic dynamical systems: ergodic theory
+Normal rank
@@ Property / cites work @@
+Stochastic calculus and degenerate boundary value problems
+Normal rank
@@ Property / cites work @@
+Coupling methods for multidimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Sample path properties of the stochastic flows.
@@ Property / cites work: Sample path properties of the stochastic flows. / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian motions on the homeomorphisms of the plane
+Normal rank
@@ Property / cites work @@
+Hypoelliptic second order differential equations
@@ Property / cites work: Hypoelliptic second order differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison theorem for solutions of stochastic differential equations and its applications
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive computation of the invariant distribution of a diffusion
+Normal rank
@@ Property / cites work @@
+RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT
+Normal rank
@@ Property / cites work @@
+Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
+Normal rank
@@ Property / cites work @@
+Multi-step Richardson-Romberg Extrapolation: Remarks on Variance Control and Complexity
+Normal rank
@@ Property / cites work @@
+On the Poisson equation and diffusion approximation. I
+Normal rank
@@ Property / cites work @@
+Expansion of the global error for numerical schemes solving stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Collapse of attractors for ODEs under small random perturbations
+Normal rank