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20052026
most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 35 across the 9 of their papers we have counts for

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math.PR2005

Recursive computation of the invariant measure of a stochastic differential equation driven by a Lévy process

Fabien Panloup

We investigate some recursive procedures based on an exact or ``approximate'' Euler scheme with decreasing step in vue to computation of invariant measures of solutions to S.D.E. d…