Recursive computation of the invariant distribution of a diffusion
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Publication:701663
zbMath1006.60074MaRDI QIDQ701663
Gilles Pagès, Damien Lamberton
Publication date: 13 March 2003
Published in: Bernoulli (Search for Journal in Brave)
diffusionrate of convergencealmost sure central limit theoremstochastic algorithminvariant distribution
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Diffusion processes (60J60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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