Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974)

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Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications
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    Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (English)
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    31 May 2019
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    ergodic theory
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    Markov processes
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    invariant measures
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    limit theorem
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    stochastic approximation
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    milstein scheme
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    censored jump processes
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