Pages that link to "Item:Q2426600"

The following pages link to Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process (Q2426600):

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)
• Stochastic approximation of quasi-stationary distributions on compact spaces and applications (Q1617129) (← links)
• Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
• Sharp non-asymptotic concentration inequalities for the approximation of the invariant distribution of a diffusion (Q1986017) (← links)
• Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
• Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← 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)
• A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
• Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
• Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
• Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
• Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
• Approximation of the invariant distribution for a class of ergodic jump diffusions (Q5140347) (← links)
• Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← 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)
• Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) (Q6615464) (← links)