Pages that link to "Item:Q4467388"
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The following pages link to RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388):
Displayed 25 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)
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation (Q902882) (← links)
- Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
- Weighted multilevel Langevin simulation of invariant measures (Q1634175) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- On sampling from a log-concave density using kinetic Langevin diffusions (Q2174987) (← 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)
- Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations (Q2302502) (← links)
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343) (← links)
- An adaptive scheme for the approximation of dissipative systems (Q2381971) (← 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)
- Long time behaviour and stationary regime of memory gradient diffusions (Q2451112) (← links)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
- (Q5381127) (← links)
- Uniform in time estimates for the weak error of the Euler method for SDEs and a pathwise approach to derivative estimates for diffusion semigroups (Q5857743) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)
- (Non)-penalized multilevel methods for non-uniformly log-concave distributions (Q6126986) (← links)