Pages that link to "Item:Q701663"
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The following pages link to Recursive computation of the invariant distribution of a diffusion (Q701663):
Displayed 38 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)
- 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)
- Variance reduction for additive functionals of Markov chains via martingale representations (Q2114045) (← 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)
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm (Q2325343) (← links)
- A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
- Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching (Q2347459) (← 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)
- Approximation of stationary solutions to SDEs driven by multiplicative fractional noise (Q2637204) (← links)
- Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
- Sur quelques algorithmes récursifs pour les probabilités numériques (Q4534847) (← links)
- Numerical methods for Stochastic differential equations: two examples (Q4615502) (← links)
- New particle representations for ergodic McKean-Vlasov SDEs (Q4967864) (← links)
- Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← 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)
- Behavior of the Euler scheme with decreasing step in a degenerate situation (Q5429601) (← links)
- Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity (Q5880780) (← links)
- Convergence of Langevin-simulated annealing algorithms with multiplicative noise. II: Total variation (Q6073725) (← links)
- Smoothing unadjusted Langevin algorithms for nonsmooth composite potential functions (Q6090288) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
- Empirical approximation to invariant measures for McKean-Vlasov processes: mean-field interaction vs self-interaction (Q6103256) (← 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)
- Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme (Q6197999) (← links)