Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients |
scientific article |
Statements
Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (English)
0 references
31 October 2018
0 references
stationary distributions
0 references
invariant measure
0 references
Fokker-Planck equation
0 references
Kullback-Leibler divergence
0 references
Cox-Ingersoll-Ross model
0 references
Ait-Sahalia model
0 references
Wright-Fisher model
0 references
0 references
0 references
