A connection between extreme value theory and long time approximation of SDEs (Q734653): Difference between revisions

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-.1016/j.spa.2009.05.011
@@ Property / DOI: 10.1016/j.spa.2009.05.011 / rank @@
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+Weak convergence of recursions
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+Q3721531
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+On almost sure max-limit theorems
@@ Property / cites work: On almost sure max-limit theorems / rank @@
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@@ Property / cites work @@
+Sur la distribution limite du terme maximum d'une série aléatoire
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+Q3774629
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+Recursive computation of the invariant distribution of a diffusion
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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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@@ Property / cites work @@
+On Extreme Order Statistics
@@ Property / cites work: On Extreme Order Statistics / rank @@
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+Extremes and related properties of random sequences and processes
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+An adaptive scheme for the approximation of dissipative systems
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+Q4114577
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@@ Property / cites work @@
+Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
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@@ Property / cites work @@
+Weak convergence to extremal processes
@@ Property / cites work: Weak convergence to extremal processes / rank @@
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@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
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@@ Property / DOI @@
+.1016/J.SPA.2009.05.011
@@ Property / DOI: 10.1016/J.SPA.2009.05.011 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:734653