Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation |
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Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (English)
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4 January 2016
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ergodic diffusion
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invariant measure
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Brownian path
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Lyapunov exponent
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asymptotic flatness
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confluence
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gradient system
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central limit theorem
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Euler scheme
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Richardson-Romberg extrapolation
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hypoellipticity
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optimal transport
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