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- W2778633604 abstract "In this paper, we show that the abstract framework developed in Pages & Rey (2017) and inspired by Lamberton & Pages (2002) can be used to build invariant distributions for Brownian diffusion processes using the Milstein scheme and for diffusion processes with censored jump using the Euler scheme. Both studies rely on a weakly mean reverting setting for both cases. For the Milstein scheme we prove the convergence for test functions with polynomial (Wasserstein convergence) and exponential growth. For the Euler scheme of diffusion processes with censored jump we prove the convergence for test functions with polynomial growth." @default.
- W2778633604 created "2018-01-05" @default.
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- W2778633604 date "2022-12-08" @default.
- W2778633604 modified "2023-09-27" @default.
- W2778633604 title "Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications" @default.
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