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