Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (Q5149781)
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scientific article; zbMATH DE number 7307680
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English | Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations |
scientific article; zbMATH DE number 7307680 |
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Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations (English)
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8 February 2021
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stochastic differential equation
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Monte Carlo simulation
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invariant measure
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