Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600): Difference between revisions

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Latest revision as of 21:00, 27 June 2024

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Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process
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    Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (English)
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    23 April 2008
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    stochastic differential equation
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    Lévy process
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    invariant distribution
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    Euler scheme
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    almost sure central limit theorem
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