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"Invariant density estimation for a reflected diffusion using an Euler scheme."

Patrick Cattiaux, José Rafael León, Clémentine Prieur (2017)

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DOI: 10.1515/MCMA-2017-0104

access: closed

type: Journal Article

metadata version: 2021-10-28

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  - https://dblp.org/rec/journals/mcma/CattiauxLP17
Patrick Cattiaux, José Rafael León, Clémentine Prieur:
Invariant density estimation for a reflected diffusion using an Euler scheme. Monte Carlo Methods Appl. 23(2): 71 (2017)

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