Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift (Q428541): Difference between revisions
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Property / DOI: 10.1214/EJP.v16-925 / rank | |||
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Property / Mathematics Subject Classification ID: 82C22 / rank | |||
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Property / Mathematics Subject Classification ID: 65C50 / rank | |||
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Property / Mathematics Subject Classification ID: 60K35 / rank | |||
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Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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Property / zbMATH DE Number: 6049117 / rank | |||
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diffusion process | |||
Property / zbMATH Keywords: diffusion process / rank | |||
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interacting particle system | |||
Property / zbMATH Keywords: interacting particle system / rank | |||
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empirical process | |||
Property / zbMATH Keywords: empirical process / rank | |||
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quasi-stationary distribution | |||
Property / zbMATH Keywords: quasi-stationary distribution / rank | |||
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Yaglom limit | |||
Property / zbMATH Keywords: Yaglom limit / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / arXiv ID: 1005.1530 / rank | |||
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Property / DOI: 10.1214/EJP.V16-925 / rank | |||
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Latest revision as of 17:18, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift |
scientific article |
Statements
Interacting particle systems and Yaglom limit approximation of diffusions with unbounded drift (English)
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22 June 2012
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diffusion process
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interacting particle system
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empirical process
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quasi-stationary distribution
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Yaglom limit
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