Sur quelques algorithmes récursifs pour les probabilités numériques
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Publication:4534847
DOI10.1051/PS:2001106zbMATH Open0998.60073OpenAlexW1965998002MaRDI QIDQ4534847FDOQ4534847
ergodicitystabilityMarkov processdiffusionEuler schemestochastic algorithmempirical measureODE method
Stochastic approximation (62L20) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)
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