Pages that link to "Item:Q1431539"
From MaRDI portal
The following pages link to Geometric ergodicity of discrete-time approximations to multivariate diffusions (Q1431539):
Displaying 18 items.
- Stability of partially implicit Langevin schemes and their MCMC variants (Q429995) (← links)
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- A multiflow approximation to diffusions (Q811018) (← links)
- Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case (Q866947) (← links)
- A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes (Q1934115) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
- On sub-geometric ergodicity of diffusion processes (Q2214251) (← links)
- Geometric properties of some familiar diffusions in \({\mathbb{R}{}}^ n\) (Q2365754) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Multilevel Monte Carlo method for ergodic SDEs without contractivity (Q2633846) (← links)
- Geometric ergodicity for piecewise contracting processes with applications for tropical stochastic lattice models (Q2811172) (← links)
- Monte Carlo fusion (Q4968517) (← links)
- Numerical computations of geometric ergodicity for stochastic dynamics (Q5136548) (← links)
- (Q5159403) (← links)
- Geometric Ergodicity of van Dyk and Meng's Algorithm for the Multivariate Student's<i>t</i>Model (Q5474420) (← links)
