An approximation scheme for quasi-stationary distributions of killed diffusions (Q2309604)
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scientific article; zbMATH DE number 7184331
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| English | An approximation scheme for quasi-stationary distributions of killed diffusions |
scientific article; zbMATH DE number 7184331 |
Statements
An approximation scheme for quasi-stationary distributions of killed diffusions (English)
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1 April 2020
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asymptotic pseudo-trajectory
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killed diffusion
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quasi-stationary distribution
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quasi-stationary Monte Carlo method
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stochastic approximation
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0.8283618092536926
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0.7689249515533447
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0.7652218341827393
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0.7482438683509827
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