Langevin-type models. I: Diffusions with given stationary distributions and their discretizations
type: Item
instance of: scholarly article
title: Langevin-type models. I: Diffusions with given stationary distributions and their discretizations
zbMATH Open document ID: 0947.60071
DOI: 10.1023/A:1010086427957
author: O. Stramer
author: R. L. Tweedie
published in: Methodology and Computing in Applied Probability
publication date: 2000-11-01T00:00:00Z
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60K25
zbMATH DE Number: 1394693
zbMATH Keywords: Markov chain
zbMATH Keywords: diffusions
zbMATH Keywords: Langevin models
zbMATH Keywords: posterior distributions
zbMATH Keywords: irreducible Markov processes
zbMATH Keywords: exponential ergodicity
zbMATH Keywords: uniform ergodicity
zbMATH Keywords: Euler schemes
zbMATH Keywords: Monte Carlo
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1394693