Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125): Difference between revisions

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Latest revision as of 23:35, 13 July 2024

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Invariant density estimation for a reflected diffusion using an Euler scheme
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    Invariant density estimation for a reflected diffusion using an Euler scheme (English)
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    12 June 2017
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    ergodic reflected diffusion process
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    Euler scheme
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    convergence rate
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    invariant measure
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    discrete approximation
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