Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications
scientific article

    Statements

    Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (English)
    0 references
    0 references
    0 references
    31 May 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    ergodic theory
    0 references
    Markov processes
    0 references
    invariant measures
    0 references
    limit theorem
    0 references
    stochastic approximation
    0 references
    milstein scheme
    0 references
    censored jump processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references