Pages that link to "Item:Q936396"

The following pages link to Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396):

Displaying 9 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)
• Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (Q1986017) (← links)
• Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
• Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
• A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
• Approximation of the invariant distribution for a class of ergodic jump diffusions (Q5140347) (← links)
• Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
• Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)