International audienceWe give an explicit error bound between the invariant density of an elliptic reflected diffusion in a smooth compact domain and the kernel estimator built on the symmetric Euler scheme introduced in Bossy, Gobet and Talay (2004)
International audienceWe investigate some recursive procedures based on an exact or ``approximate'' ...
We present a review of several results concerning invariant density estimation by observations of er...
We study the problem of unbiased estimation of expectations with respect to (w.r.t.) $\pi$ a given, ...
International audienceWe give an explicit error bound between the invariant density of an elliptic r...
27 p.International audienceReflected diffusions in polyhedral domains are commonly used as approxima...
13 pagesInternational audienceIn this work, we approximate a diffusion process by its Euler scheme a...
We present a review of several results concerning invariant density estimation by observations of er...
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochasti...
AbstractWe study the rate of convergence of some recursive procedures based on some “exact” or “appr...
26 pagesInternational audienceGiven a smooth R^d-valued diffusion, we study how fast the Euler schem...
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
International audienceIn this article, we consider a stochastic PDE of parabolic type, driven by a s...
We prove quantitative estimates on the the parabolic Green function and the stationary invariant mea...
International audienceIn the present paper, we prove that the Wasserstein distance on the space of c...
In [14, 8] Kurtz and Protter resp. Jacod and Protter specify the asymptotic error distribution of th...
International audienceWe investigate some recursive procedures based on an exact or ``approximate'' ...
We present a review of several results concerning invariant density estimation by observations of er...
We study the problem of unbiased estimation of expectations with respect to (w.r.t.) $\pi$ a given, ...
International audienceWe give an explicit error bound between the invariant density of an elliptic r...
27 p.International audienceReflected diffusions in polyhedral domains are commonly used as approxima...
13 pagesInternational audienceIn this work, we approximate a diffusion process by its Euler scheme a...
We present a review of several results concerning invariant density estimation by observations of er...
We consider the long-time behavior of an explicit tamed Euler scheme applied to a class of stochasti...
AbstractWe study the rate of convergence of some recursive procedures based on some “exact” or “appr...
26 pagesInternational audienceGiven a smooth R^d-valued diffusion, we study how fast the Euler schem...
Presentem una revisi¿o d'alguns resultats sobre estimaci¿o invariant de densitats per observacions d...
International audienceIn this article, we consider a stochastic PDE of parabolic type, driven by a s...
We prove quantitative estimates on the the parabolic Green function and the stationary invariant mea...
International audienceIn the present paper, we prove that the Wasserstein distance on the space of c...
In [14, 8] Kurtz and Protter resp. Jacod and Protter specify the asymptotic error distribution of th...
International audienceWe investigate some recursive procedures based on an exact or ``approximate'' ...
We present a review of several results concerning invariant density estimation by observations of er...
We study the problem of unbiased estimation of expectations with respect to (w.r.t.) $\pi$ a given, ...