Pages that link to "Item:Q2381971"
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The following pages link to An adaptive scheme for the approximation of dissipative systems (Q2381971):
Displayed 10 items.
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
- Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
- Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
- A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Unconstrained recursive importance sampling (Q988764) (← links)
- Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
- A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)