Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909)
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English | Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics |
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Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (English)
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18 February 2021
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estimation of invariant distributions
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ergodic diffusions
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Euler approximation
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central limit theorem
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large and moderate deviations
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stochastic algorithms
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