Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890): Difference between revisions

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Revision as of 03:50, 17 July 2024

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Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients
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    Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (English)
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    31 October 2018
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    stationary distributions
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    invariant measure
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    Fokker-Planck equation
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    Kullback-Leibler divergence
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    Cox-Ingersoll-Ross model
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    Ait-Sahalia model
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    Wright-Fisher model
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