Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459)
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scientific article; zbMATH DE number 6440577
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| English | Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching |
scientific article; zbMATH DE number 6440577 |
Statements
Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (English)
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27 May 2015
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stochastic differential equations
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switching diffusion
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ergodic means
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recursive algorithm
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convergence rates
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invariant measure
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law of iterated logarithm
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0.8268182277679443
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0.8114255666732788
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0.8100478649139404
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0.8022944927215576
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