Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882)
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scientific article; zbMATH DE number 6525943
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| English | Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation |
scientific article; zbMATH DE number 6525943 |
Statements
Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (English)
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4 January 2016
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ergodic diffusion
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invariant measure
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Brownian path
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Lyapunov exponent
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asymptotic flatness
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confluence
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gradient system
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central limit theorem
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Euler scheme
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Richardson-Romberg extrapolation
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hypoellipticity
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optimal transport
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0.7485424280166626
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0.6970499753952026
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0.6926000714302063
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0.6855217218399048
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0.6842338442802429
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