Recursive computation of invariant distributions of Feller processes

Gilles Pagès; Clément Rey

doi:10.1016/j.spa.2019.03.008

Journal Articles Stochastic Processes and their Applications Year : 2020

Recursive computation of invariant distributions of Feller processes

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Gilles Pagès

Function : Author
PersonId : 856726
IdHAL : gilpag

Laboratoire de Probabilités, Statistique et Modélisation

Clément Rey

Function : Author

Centre de Mathématiques Appliquées - Ecole Polytechnique

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Mathematics [math] Probability [math.PR]

Gilles Pagès : Connect in order to contact the contributor

https://hal-cnrs.archives-ouvertes.fr/hal-03891155

Submitted on : Friday, December 9, 2022-8:55:25 AM

Last modification on : Saturday, December 10, 2022-4:01:07 AM

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hal-03891155 , version 1 (09-12-2022)

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HAL Id : hal-03891155 , version 1
DOI : 10.1016/j.spa.2019.03.008

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Gilles Pagès, Clément Rey. Recursive computation of invariant distributions of Feller processes. Stochastic Processes and their Applications, 2020, 130 (1), pp.328-365. ⟨10.1016/j.spa.2019.03.008⟩. ⟨hal-03891155⟩

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Recursive computation of invariant distributions of Feller processes

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