Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594): Difference between revisions

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Approximation of stationary solutions of Gaussian driven stochastic differential equations
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    Approximation of stationary solutions of Gaussian driven stochastic differential equations (English)
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    10 November 2011
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    stochastic differential equation
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    Gaussian process
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    stationary process
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    Euler scheme
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