Approximation of the invariant distribution for a class of ergodic jump diffusions (Q5140347)
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scientific article; zbMATH DE number 7285918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of the invariant distribution for a class of ergodic jump diffusions |
scientific article; zbMATH DE number 7285918 |
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Approximation of the invariant distribution for a class of ergodic jump diffusions (English)
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15 December 2020
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invariant distribution
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diffusion processes
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jump processes
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inhomogeneous Markov chains
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non-asymptotic Gaussian concentration
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