A connection between extreme value theory and long time approximation of SDEs (Q734653)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A connection between extreme value theory and long time approximation of SDEs |
scientific article |
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A connection between extreme value theory and long time approximation of SDEs (English)
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13 October 2009
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stochastic differential equation
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jump process
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invariant distribution
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Euler scheme
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extreme value
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