An approximation scheme for quasi-stationary distributions of killed diffusions (Q2309604)

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An approximation scheme for quasi-stationary distributions of killed diffusions
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    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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