Pages that link to "Item:Q433906"
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The following pages link to Ergodic approximation of the distribution of a stationary diffusion: rate of convergence (Q433906):
Displaying 22 items.
- Asymptotic statistical equivalence for scalar ergodic diffusions (Q816989) (← links)
- On mixing rate and convergence to stationary regime in discrete time Erlang problem (Q845467) (← links)
- Geometric ergodicity of discrete-time approximations to multivariate diffusions (Q1431539) (← links)
- Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: central limit theorem and moderate deviation asymptotics (Q1994909) (← links)
- Diffusion approximation for fully coupled stochastic differential equations (Q2039430) (← 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)
- A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
- Approximation of quantiles of components of diffusion processes. (Q2574616) (← links)
- Nonasymptotic bounds for sampling algorithms without log-concavity (Q2657917) (← links)
- CLT for approximating ergodic limit of SPDEs via a full discretization (Q2685900) (← links)
- Rates of convergence to the stationary distribution for <i>k</i>-dimensional diffusion processes (Q3738353) (← links)
- On Empirical Processes for Ergodic Diffusions and Rates of Convergence of <i>M</i>‐estimators (Q4455950) (← links)
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion (Q4964401) (← links)
- New particle representations for ergodic McKean-Vlasov SDEs (Q4967864) (← links)
- Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case (Q5030238) (← links)
- Discretization of the ergodic functional central limit theorem (Q6091975) (← links)
- Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients (Q6175752) (← links)
- Speed of convergence to the Perron-Frobenius stationary distribution (Q6177088) (← links)
- Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation (Q6195350) (← links)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term (Q6556251) (← links)