Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process |
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Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (English)
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23 April 2008
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stochastic differential equation
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Lévy process
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invariant distribution
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Euler scheme
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almost sure central limit theorem
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