A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed-step algorithm for the approximation of the stationary regime of a diffusion |
scientific article |
Statements
A mixed-step algorithm for the approximation of the stationary regime of a diffusion (English)
0 references
6 February 2014
0 references
stochastic differential equation
0 references
stationary process
0 references
steady regime
0 references
ergodic diffusion
0 references
central limit theorem
0 references
Euler scheme
0 references
Poisson equation
0 references
Richardson-Romberg extrapolation
0 references
