An approximation scheme for quasi-stationary distributions of killed diffusions

Author:

Wang Andi Q.,Roberts Gareth O.,Steinsaltz David

Funder

EPSRC

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference28 articles.

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3. A stochastic approximation approach to quasi-stationary distributions on finite spaces;Benaïm;Electron. Commun. Probab.,2015

4. Stochastic approximation of quasi-stationary distributions on compact spaces and applications;Benaïm;Ann. Appl. Probab.,2018

5. Self-interacting diffusions;Benaïm;Probab. Theory Related Fields,2002

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