On Approximations of diffusions with Equilibrium

Alexander Yu. Veretennikov

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationEspoo
Publication statusPublished - 2004
MoE publication typeD4 Published development or research report or study

Publication series

NameHelsinki University of Technology Institute of Mathematics Reports
PublisherHelsinki University of Technology
No.C17

Keywords

  • diffusions
  • discretisation
  • ergodicity
  • euler scheme
  • stochastic differential equations

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