Rates of convergence to the stationary distribution for k-dimensional diffusion processes
From MaRDI portal
Publication:3738353
Recommendations
- Ergodic approximation of the distribution of a stationary diffusion: rate of convergence
- On the rate of convergence of the diffusion approximations
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
- On Rate of Convergence of Statistical Estimation of Stationary Ergodic Processes
- Rates of convergence for empirical processes of stationary mixing sequences
- scientific article; zbMATH DE number 1340848
- Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes
- Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes
- Rate estimation for weak convergence of diffusion processes
Cited in
(9)- Sub-exponential rate of convergence to equilibrium for processes on the half-line
- Stationary distributions and convergence for Walsh diffusions
- Strong stationary times for one-dimensional diffusions
- On the speed of convergence of multidimensional diffusions to equilibrium
- Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line
- scientific article; zbMATH DE number 1340848 (Why is no real title available?)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
- Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
- Speed of convergence to the Perron-Frobenius stationary distribution
This page was built for publication: Rates of convergence to the stationary distribution for k-dimensional diffusion processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3738353)
