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20172022
most citedOn near-martingales and a class of anticipating linear SDEs

2 citations · 4 across the 3 of their papers we have counts for

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Showing 2018 · math.PRShow all

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math.PR2018

Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Error analysis through central limit theorem and moderate deviation asymptotics

Arnab Ganguly, P. Sundar

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical sch…