A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations (Q4509628)
From MaRDI portal
scientific article; zbMATH DE number 1519625
Language | Label | Description | Also known as |
---|---|---|---|
English | A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations |
scientific article; zbMATH DE number 1519625 |
Statements
A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations (English)
0 references
19 October 2000
0 references
Markov chains
0 references
stochastic differential equations
0 references
numerical approximation
0 references