Showing math.PRShow all
2 papers · 1 filter
math.PR2021
Arbitrary order total variation Convergence of Markov semigroups using random grids
Clément Rey
We provide a abstract framework to prove total variation convergence result with arbitrary rate for numerical scheme for SDE. In particular we show that under standard weak approxi…
math.PR2018
Recursive computation of the invariant distributions of Feller processes: Revisited examples and new applications
Gilles Pagès, Clément Rey
In this paper, we show that the abstract framework developed in Pages & Rey (2017) and inspired by Lamberton & Pages (2002) can be used to build invariant distributions for Brownia…