Pages that link to "Item:Q4534847"

The following pages link to Sur quelques algorithmes récursifs pour les probabilités numériques (Q4534847):

Displaying 17 items.

• Maximum likelihood estimation for Wishart processes (Q326826) (← links)
• Approximation of the distribution of a stationary Markov process with application to option pricing (Q605850) (← links)
• Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396) (← links)
• Dispersion and collapse in stochastic velocity fields on a cylinder (Q963302) (← 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)
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. (Q2574509) (← links)
• On long time behavior of some coagulation processes. (Q2574631) (← links)
• RECURSIVE COMPUTATION OF THE INVARIANT DISTRIBUTION OF A DIFFUSION: THE CASE OF A WEAKLY MEAN REVERTING DRIFT (Q4467388) (← links)
• Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
• Central Limit Theorem for stationary Fleming--Viot particle systems in finite spaces (Q4962120) (← links)
• Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601) (← links)
• Theoretical and numerical comparison of some sampling methods for molecular dynamics (Q5447907) (← links)
• Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
• Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds (Q6103981) (← links)