Invariant measure of duplicated diffusions and application...

Annales de l'Institut Henri Poincare (B) Probability and Statistics 2015 / 11 Vol. 51; Iss. 4

Invariant measure of duplicated diffusions and application to Richardson–Romberg extrapolation

Lemaire, Vincent, Pagès, Gilles, Panloup, Fabien
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Volume:
51
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/13-AIHP591
Date:
November, 2015
File:
PDF, 432 KB
2015
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