Pages that link to "Item:Q2381971"

The following pages link to An adaptive scheme for the approximation of dissipative systems (Q2381971):

Displaying 22 items.

• Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906) (← links)
• Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
• Approximation of stationary solutions of Gaussian driven stochastic differential equations (Q645594) (← links)
• A connection between extreme value theory and long time approximation of SDEs (Q734653) (← links)
• Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
• Unconstrained recursive importance sampling (Q988764) (← links)
• Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
• Stochastic heavy ball (Q1697485) (← links)
• Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
• Recursive computation of invariant distributions of Feller processes (Q2289787) (← links)
• Recursive computation of the invariant distributions of Feller processes: revisited examples and new applications (Q2417974) (← links)
• Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600) (← links)
• A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
• Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients (Q3104819) (← links)
• Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
• Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
• Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
• Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme (Q6171647) (← links)