Langevin-type models. I: Diffusions with given stationary distributions and their discretizations (Q1961832)
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scientific article; zbMATH DE number 1394693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Langevin-type models. I: Diffusions with given stationary distributions and their discretizations |
scientific article; zbMATH DE number 1394693 |
Statements
Langevin-type models. I: Diffusions with given stationary distributions and their discretizations (English)
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1 November 2000
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Markov chain
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diffusions
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Langevin models
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posterior distributions
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irreducible Markov processes
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exponential ergodicity
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uniform ergodicity
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Euler schemes
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Monte Carlo
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