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

25 citations · 114 across the 27 of their papers we have counts for

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math.PR2007

Approximation of the distribution of a stationary Markov process with application to option pricing

Gilles Pagès, Fabien Panloup

We build a sequence of empirical measures on the space D(R_+,R^d) of R^d-valued càdlàg functions on R_+ in order to approximate the law of a stationary R^d-valued Markov and Feller…