Recursive computation of the invariant distribution of a diffusion

Bernoulli

Volumn 8, Issue 3, 2002, Pages 367-405

  Lamberton, Damien ^a   Pagès, Gilles ^b  

^a UFR des Sciences et Technologie   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Almost sure central limit theorem; Central limit theorem; Diffusion process; Invariant distribution; Numerical probability; Stochastic algorithm

Indexed keywords

EID: 33747362335     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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