Approximation of stationary solutions of Gaussian driven stochastic differential equations
Year of publication: |
2011
|
---|---|
Authors: | Cohen, Serge ; Panloup, Fabien |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 12, p. 2776-2801
|
Publisher: |
Elsevier |
Subject: | Stochastic differential equation | Gaussian process | Stationary process | Euler scheme |
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