Invariant density estimation for a reflected diffusion using an Euler scheme (Q2628125)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant density estimation for a reflected diffusion using an Euler scheme |
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Invariant density estimation for a reflected diffusion using an Euler scheme (English)
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12 June 2017
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ergodic reflected diffusion process
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Euler scheme
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convergence rate
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invariant measure
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discrete approximation
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