Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients |
scientific article |
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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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