Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2606786454 / rank | |||
Normal rank | |||
Revision as of 21:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant density estimation for a reflected diffusion using an Euler scheme |
scientific article |
Statements
Invariant density estimation for a reflected diffusion using an Euler scheme (English)
0 references
12 June 2017
0 references
ergodic reflected diffusion process
0 references
Euler scheme
0 references
convergence rate
0 references
invariant measure
0 references
discrete approximation
0 references
