Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396)
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| English | Computation of the invariant measure for a Lévy driven SDE: Rate of convergence |
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Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (English)
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13 August 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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rate of convergence
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0.9081246852874756
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0.8235484957695007
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0.8150686025619507
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0.8139280080795288
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0.8046331405639648
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