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"Approximation of the invariant measure for stable SDE by the ..."
Peng Chen et al. (2023)
- Peng Chen, Xinghu Jin, Yimin Xiao, Lihu Xu:
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes. CoRR abs/2310.05390 (2023)
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