RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388): Difference between revisions
From MaRDI portal
Latest revision as of 10:58, 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
