Second-order discretization schemes of stochastic differential systems for the computation of the invariant law
- Author
- TALAY, D
INRIA, Valbonne 06565, France - Source
Stochastics and stochastics reports (Print). 1990, Vol 29, Num 1, pp 13-36 ; ref : 23 ref
- CODEN
- SSTREY
- ISSN
- 1045-1129
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Taylor & Francis, Abingdon
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Discrétisation Equation différentielle Ergodicité Invariance Méthode numérique Processus stochastique Théorie mesure
- Keyword (en)
- Discretization Differential equation Ergodicity Invariance Numerical method Stochastic process Measure theory
- Keyword (es)
- Discretización Ecuación diferencial Ergodicidad Invarianza Método numérico Proceso estocástico Teoría medición
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 4577355
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/17442509008833606 
https://dx.doi.org/10.1080/17442509008833606
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