RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1142/s0219493703000838 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4299527265 / rank | |||
Normal rank | |||
Latest revision as of 09:58, 30 July 2024
scientific article; zbMATH DE number 2071135
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT |
scientific article; zbMATH DE number 2071135 |
Statements
RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (English)
0 references
9 June 2004
0 references
diffusion process
0 references
invariant distribution
0 references
Euler scheme
0 references
0 references
