Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (Q936396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the invariant measure for a Lévy driven SDE: Rate of convergence |
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Computation of the invariant measure for a Lévy driven SDE: Rate of convergence (English)
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13 August 2008
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stochastic differential equation
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Lévy process
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invariant distribution
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Euler scheme
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rate of convergence
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