Recursive computation of invariant distributions of Feller processes
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Mathematics [math]| Origin | Files produced by the author(s) |
|---|
Journal Articles
Stochastic Processes and their Applications
Year : 2020
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https://hal.science/hal-03488737
Submitted on : Thursday, July 21, 2022-7:21:53 AM
Last modification on : Tuesday, December 3, 2024-3:14:03 PM
Long-term archiving on : Saturday, October 22, 2022-7:10:41 PM
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- HAL Id : hal-03488737 , version 1
- DOI : 10.1016/j.spa.2019.03.008
- PII : S0304-4149(19)30149-8
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Gilles Pagès, Clément Rey. Recursive computation of invariant distributions of Feller processes. Stochastic Processes and their Applications, 2020, 130, pp.328 - 365. ⟨10.1016/j.spa.2019.03.008⟩. ⟨hal-03488737⟩
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