Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913): Difference between revisions

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+Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments
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+Simulation of diffusions with boundary conditions
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+Normal rank
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+The solving of boundary value problems by numerical integration of stochastic equations
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+Weak Approximation of Solutions of Systems of Stochastic Differential Equations
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+An asymptotically efficient difference formula for solving stochastic differential equations
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+General Irreducible Markov Chains and Non-Negative Operators
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+Discretization and simulation of stochastic differential equations
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+Numerical Treatment of Stochastic Differential Equations
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+Resolution trajectorielle et analyse numerique des equations differentielles stochastiques
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+Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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+The existence of moments for stationary Markov chains
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